+3,553.2%
FIX vs HWM
+1,487.1%
+2,066.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.8% |
| 7D | +9.4% | +7.3% | +2.1% | +5.6% |
| 30D | -27.8% | +1.6% | -29.4% | -27.8% |
| 3M | -35.6% | -21.9% | -13.7% | -26.9% |
| 6M | -45.2% | -19.0% | -26.2% | -38.9% |
| YTD | +19.5% | +7.9% | +11.5% | +15.4% |
| 1Y | +24.2% | +9.9% | +14.3% | +19.0% |
| 3Y | +494.2% | +342.1% | +152.0% | +200.5% |
| 5Y | +1,036.1% | +600.8% | +435.4% | +367.0% |
| All | +3,553.2% | +1,487.1% | +2,066.1% | +920.6% |
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 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