+67.2%
F vs HWM
+1,503.5%
-1,436.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | -3.9% | +11.1% | -15.0% | -8.0% |
| 30D | -0.5% | +3.0% | -3.4% | -2.3% |
| 3M | -12.9% | -20.7% | +7.8% | -5.4% |
| 6M | +1.5% | -17.2% | +18.7% | +7.8% |
| YTD | -5.0% | +9.1% | -14.1% | -10.7% |
| 1Y | -7.3% | +9.0% | -16.4% | -12.9% |
| 3Y | +45.3% | +353.8% | -308.6% | -31.0% |
| 5Y | -15.8% | +608.0% | -623.8% | -67.1% |
| All | +67.2% | +1,503.5% | -1,436.4% | -57.2% |
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 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