+257.9%
HD vs HWM
+1,636.6%
-1,378.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.2% | +1.7% |
| 7D | +3.6% | +1.6% | +2.0% | +3.0% |
| 30D | +21.6% | -3.9% | +25.5% | +22.2% |
| 3M | +0.1% | -23.2% | +23.3% | +5.6% |
| 6M | +13.0% | -20.0% | +33.0% | +17.7% |
| YTD | +4.9% | +5.7% | -0.8% | +2.1% |
| 1Y | -2.1% | +4.9% | -6.9% | -4.6% |
| 3Y | +32.6% | +347.0% | -314.4% | -11.4% |
| 5Y | +8.2% | +563.0% | -554.8% | -34.9% |
| 10Y | +257.9% | +1,579.2% | -1,321.3% | +73.9% |
| All | +257.9% | +1,636.6% | -1,378.7% | +73.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling