+6,009.7%
FIX vs HWM
+1,494.1%
+4,515.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +6.0% | -2.1% | +8.1% | +6.8% |
| 30D | -7.2% | -11.0% | +3.7% | -1.9% |
| 3M | -15.9% | +4.0% | -19.9% | -17.6% |
| 6M | +12.7% | -0.2% | +13.0% | +12.7% |
| YTD | +72.8% | +26.7% | +46.1% | +53.4% |
| 1Y | +122.9% | +44.7% | +78.2% | +85.6% |
| 3Y | +774.3% | +426.1% | +348.2% | +303.9% |
| 5Y | +2,049.5% | +738.5% | +1,311.0% | +706.0% |
| All | +6,009.7% | +1,494.1% | +4,515.6% | +1,461.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling