+236.1%
GM vs HWM
+1,494.1%
-1,258.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | +1.9% | -2.1% | +4.0% | +2.6% |
| 30D | -1.4% | -11.0% | +9.6% | +3.2% |
| 3M | +5.9% | +4.0% | +1.9% | +3.3% |
| 6M | +12.4% | -0.2% | +12.6% | +11.2% |
| YTD | +8.6% | +26.7% | -18.0% | -3.6% |
| 1Y | +52.6% | +44.7% | +7.9% | +27.3% |
| 3Y | +169.7% | +426.1% | -256.4% | +17.8% |
| 5Y | +87.5% | +738.5% | -651.0% | -34.2% |
| All | +236.1% | +1,494.1% | -1,258.0% | -20.5% |
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