+20.7%
GM vs HWM
+7.5%
+13.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -0.2% | +7.3% | -7.5% | -1.8% |
| 30D | +3.6% | +1.6% | +2.0% | +2.9% |
| 3M | -0.2% | -21.9% | +21.6% | +5.5% |
| 6M | +13.9% | -19.0% | +33.0% | +18.8% |
| YTD | +6.5% | +7.9% | -1.5% | +4.2% |
| 1Y | +20.7% | +9.9% | +10.7% | +17.6% |
| All | +20.7% | +7.5% | +13.2% | +17.6% |
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