+894.6%
FIX vs HWM
+538.5%
+356.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.9% | -5.7% | -7.2% |
| 7D | -27.2% | -2.4% | -24.8% | -25.4% |
| 30D | -46.9% | -13.3% | -33.7% | -40.7% |
| 3M | -44.4% | -31.0% | -13.4% | -27.8% |
| 6M | -50.9% | -17.1% | -33.8% | -44.5% |
| YTD | +3.5% | -1.9% | +5.4% | +3.9% |
| 1Y | -2.1% | -2.4% | +0.3% | -1.3% |
| 3Y | +418.7% | +322.2% | +96.6% | +104.0% |
| 5Y | +894.6% | +509.8% | +384.7% | +204.3% |
| All | +894.6% | +538.5% | +356.0% | +204.3% |
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 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