+3,653.2%
FIX vs HWM
+1,472.2%
+2,181.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.4% | +3.0% | +4.2% |
| 7D | -17.5% | +3.3% | -20.8% | -18.5% |
| 30D | -41.6% | -7.6% | -34.0% | -38.7% |
| 3M | -40.6% | -28.9% | -11.7% | -29.3% |
| 6M | -49.4% | -19.7% | -29.7% | -43.4% |
| YTD | +9.2% | +0.5% | +8.6% | +9.3% |
| 1Y | +6.5% | +0.3% | +6.2% | +6.9% |
| 3Y | +448.7% | +325.8% | +122.9% | +183.0% |
| 5Y | +948.7% | +524.7% | +424.0% | +354.2% |
| All | +3,653.2% | +1,472.2% | +2,181.0% | +897.2% |
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