+53.9%
F vs HWM
+743.6%
-689.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.7% |
| 7D | +5.3% | -2.1% | +7.4% | +6.0% |
| 30D | +4.6% | -11.0% | +15.6% | +9.5% |
| 3M | -3.7% | +4.0% | -7.7% | -6.3% |
| 6M | +16.8% | -0.2% | +17.0% | +15.4% |
| YTD | +15.3% | +26.7% | -11.4% | +2.3% |
| 1Y | +31.0% | +44.7% | -13.7% | +9.0% |
| 3Y | +45.4% | +426.1% | -380.7% | -47.2% |
| All | +53.9% | +743.6% | -689.7% | -60.6% |
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