+3,604.4%
FIX vs HWM
+1,503.5%
+2,100.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.6% |
| 7D | +17.0% | +11.1% | +5.9% | +10.9% |
| 30D | -30.6% | +3.0% | -33.6% | -31.1% |
| 3M | -35.0% | -20.7% | -14.3% | -26.8% |
| 6M | -44.0% | -17.2% | -26.8% | -38.2% |
| YTD | +21.1% | +9.1% | +12.1% | +16.4% |
| 1Y | +16.3% | +9.0% | +7.2% | +11.9% |
| 3Y | +507.4% | +353.8% | +153.6% | +203.3% |
| 5Y | +1,052.1% | +608.0% | +444.0% | +371.0% |
| All | +3,604.4% | +1,503.5% | +2,100.9% | +929.3% |
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