-4.6%
HD vs HWM
+5.4%
-10.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.3% | +10.8% | +7.2% |
| 7D | +11.9% | +9.4% | +2.5% | +9.8% |
| 30D | +26.4% | -7.0% | +33.4% | +27.7% |
| 3M | +2.8% | -25.9% | +28.7% | +9.2% |
| 6M | +15.5% | -10.8% | +26.3% | +15.0% |
| YTD | +5.5% | +4.3% | +1.2% | +3.7% |
| 1Y | -4.6% | +4.4% | -9.0% | -5.8% |
| All | -4.6% | +5.4% | -10.0% | -5.8% |
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