+39.4%
GM vs HWM
+5.4%
+34.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.3% | +8.9% | +5.6% |
| 7D | +12.1% | +9.4% | +2.7% | +9.3% |
| 30D | +15.2% | -7.0% | +22.2% | +16.8% |
| 3M | +4.9% | -25.9% | +30.7% | +12.4% |
| 6M | +22.6% | -10.8% | +33.4% | +23.4% |
| YTD | +14.4% | +4.3% | +10.1% | +13.0% |
| 1Y | +39.4% | +4.4% | +35.0% | +39.2% |
| All | +39.4% | +5.4% | +34.0% | +39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling