+420.4%
FIX vs HWM
+320.3%
+100.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.9% | -5.7% | -6.9% |
| 7D | -27.2% | -2.4% | -24.8% | -25.3% |
| 30D | -46.9% | -13.3% | -33.7% | -40.4% |
| 3M | -44.4% | -31.0% | -13.4% | -26.7% |
| 6M | -50.9% | -17.1% | -33.8% | -44.3% |
| YTD | +3.5% | -1.9% | +5.4% | +3.2% |
| 1Y | -2.1% | -2.4% | +0.3% | -2.0% |
| All | +420.4% | +320.3% | +100.0% | +112.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling