-2.6%
HD vs HWM
+5.1%
-7.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | +5.2% | -1.8% | +7.0% | +5.4% |
| 30D | +20.7% | -2.7% | +23.4% | +20.9% |
| 3M | +0.8% | -22.7% | +23.5% | +6.2% |
| 6M | +12.2% | -18.9% | +31.2% | +16.0% |
| YTD | +4.2% | +7.1% | -2.9% | +1.9% |
| 1Y | -2.6% | +4.7% | -7.2% | -5.0% |
| All | -2.6% | +5.1% | -7.7% | -5.0% |
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