+2,105.4%
FIX vs HWM
+743.6%
+1,361.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.2% |
| 7D | +6.0% | -2.1% | +8.1% | +7.1% |
| 30D | -7.2% | -11.0% | +3.7% | +0.4% |
| 3M | -15.9% | +4.0% | -19.9% | -18.5% |
| 6M | +12.7% | -0.2% | +13.0% | +12.1% |
| YTD | +72.8% | +26.7% | +46.1% | +44.8% |
| 1Y | +122.9% | +44.7% | +78.2% | +70.2% |
| 3Y | +774.3% | +426.1% | +348.2% | +195.6% |
| All | +2,105.4% | +743.6% | +1,361.8% | +450.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling