-15.8%
F vs HWM
+522.0%
-537.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.2% | -1.7% |
| 7D | +1.6% | +3.3% | -1.8% | -0.2% |
| 30D | +2.6% | -7.6% | +10.2% | +5.3% |
| 3M | -8.8% | -28.9% | +20.1% | +4.0% |
| 6M | +4.6% | -19.7% | +24.3% | +12.3% |
| YTD | -1.9% | +0.5% | -2.4% | -5.2% |
| 1Y | -0.8% | +0.3% | -1.0% | -4.1% |
| 3Y | +43.5% | +325.8% | -282.4% | -45.9% |
| All | -15.8% | +522.0% | -537.8% | -77.7% |
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