-15.1%
F vs HWM
+565.4%
-580.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.9% |
| 3M | -9.5% | -23.2% | +13.8% | -0.1% |
| 6M | +4.0% | -20.0% | +24.0% | +12.2% |
| YTD | -1.3% | +5.7% | -7.0% | -6.6% |
| 1Y | -1.9% | +4.9% | -6.8% | -7.0% |
| 3Y | +53.5% | +347.0% | -293.5% | -43.2% |
| 5Y | -15.1% | +563.0% | -578.2% | -78.0% |
| All | -15.1% | +565.4% | -580.6% | -78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling