-24.4%
DOW vs HWM
+330.9%
-355.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.0% |
| 7D | -9.5% | +3.4% | -12.9% | -9.7% |
| 30D | +13.1% | -7.5% | +20.6% | +13.7% |
| 3M | +4.8% | -28.9% | +33.7% | +7.9% |
| 6M | -16.7% | -19.6% | +3.0% | -15.7% |
| YTD | +38.9% | +0.6% | +38.3% | +32.6% |
| 1Y | +48.3% | +0.3% | +48.0% | +41.5% |
| 3Y | -24.4% | +326.1% | -350.5% | -44.0% |
| All | -24.4% | +330.9% | -355.3% | -44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling