+183.8%
EXC vs HWM
+1,636.6%
-1,452.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.9% |
| 7D | -1.7% | +1.6% | -3.3% | -2.2% |
| 30D | +9.3% | -3.9% | +13.3% | +9.7% |
| 3M | +1.0% | -23.2% | +24.3% | +5.4% |
| 6M | +5.9% | -20.0% | +25.9% | +9.4% |
| YTD | +7.6% | +5.7% | +1.9% | +4.7% |
| 1Y | +2.4% | +4.9% | -2.5% | -0.3% |
| 3Y | +30.2% | +347.0% | -316.7% | -10.5% |
| 5Y | +41.4% | +563.0% | -521.7% | -12.6% |
| 10Y | +183.8% | +1,579.2% | -1,395.4% | +38.4% |
| All | +183.8% | +1,636.6% | -1,452.9% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling