-10.8%
DOW vs HWM
+1,704.4%
-1,715.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.8% |
| 7D | -2.4% | -2.1% | -0.3% | -1.9% |
| 30D | +0.4% | -11.0% | +11.4% | +4.6% |
| 3M | -14.4% | +4.0% | -18.4% | -16.8% |
| 6M | -7.0% | -0.2% | -6.8% | -9.6% |
| YTD | +30.2% | +26.7% | +3.6% | +13.4% |
| 1Y | +29.2% | +44.7% | -15.5% | +5.8% |
| 3Y | -36.7% | +426.1% | -462.8% | -73.3% |
| 5Y | -37.7% | +738.5% | -776.2% | -79.6% |
| All | -10.8% | +1,704.4% | -1,715.2% | -78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling