+80.7%
F vs HWM
+1,135.2%
-1,054.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | +1.3% |
| 7D | +1.4% | -2.4% | +3.8% | +2.0% |
| 30D | +2.0% | -13.3% | +15.3% | +7.4% |
| 3M | -10.4% | -31.0% | +20.7% | +3.1% |
| 6M | +9.7% | -17.1% | +26.9% | +16.2% |
| YTD | -1.2% | -1.9% | +0.7% | -2.9% |
| 1Y | 0.0% | -2.4% | +2.5% | -1.6% |
| 3Y | +41.1% | +322.2% | -281.1% | -31.0% |
| 5Y | -11.4% | +509.8% | -521.3% | -63.2% |
| 10Y | +85.0% | +1,453.8% | -1,368.8% | -51.2% |
| All | +80.7% | +1,135.2% | -1,054.5% | -51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling