+161.6%
EXC vs HWM
+1,494.1%
-1,332.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +0.3% | -2.1% | +2.4% | +0.6% |
| 30D | -3.7% | -11.0% | +7.3% | -1.7% |
| 3M | -1.3% | +4.0% | -5.3% | -2.4% |
| 6M | -9.7% | -0.2% | -9.5% | -10.4% |
| YTD | +2.9% | +26.7% | -23.8% | -2.7% |
| 1Y | +4.4% | +44.7% | -40.3% | -4.1% |
| 3Y | +22.2% | +426.1% | -403.9% | -18.0% |
| 5Y | +46.7% | +738.5% | -691.8% | -12.9% |
| All | +161.6% | +1,494.1% | -1,332.5% | +24.0% |
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 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