+81.0%
F vs HWM
+1,636.6%
-1,555.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.4% | -1.4% |
| 7D | -0.6% | +1.6% | -2.2% | -1.6% |
| 30D | +2.9% | -3.9% | +6.8% | +3.8% |
| 3M | -9.5% | -23.2% | +13.8% | -0.4% |
| 6M | +4.0% | -20.0% | +24.0% | +11.9% |
| YTD | -1.3% | +5.7% | -7.0% | -5.9% |
| 1Y | -1.9% | +4.9% | -6.8% | -6.4% |
| 3Y | +53.5% | +347.0% | -293.5% | -26.7% |
| 5Y | -15.1% | +563.0% | -578.2% | -66.0% |
| 10Y | +81.0% | +1,579.2% | -1,498.2% | -54.9% |
| All | +81.0% | +1,636.6% | -1,555.6% | -54.9% |
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