+3,561.0%
FIX vs HWM
+1,135.2%
+2,425.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.9% | -5.7% | -8.5% |
| 7D | -27.2% | -2.4% | -24.8% | -25.9% |
| 30D | -46.9% | -13.3% | -33.7% | -42.5% |
| 3M | -44.4% | -31.0% | -13.4% | -32.8% |
| 6M | -50.9% | -17.1% | -33.8% | -46.1% |
| YTD | +3.5% | -1.9% | +5.4% | +5.0% |
| 1Y | -2.1% | -2.4% | +0.3% | -0.3% |
| 3Y | +418.7% | +322.2% | +96.6% | +169.8% |
| 5Y | +894.6% | +509.8% | +384.7% | +337.7% |
| 10Y | +3,465.5% | +1,453.8% | +2,011.7% | +923.5% |
| All | +3,561.0% | +1,135.2% | +2,425.8% | +968.7% |
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