+265.6%
HD vs HWM
+1,165.4%
-899.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.3% | -2.4% |
| 7D | +4.3% | +3.3% | +1.0% | +3.3% |
| 30D | +20.2% | -7.6% | +27.8% | +21.8% |
| 3M | -1.0% | -28.9% | +27.9% | +6.3% |
| 6M | +7.9% | -19.7% | +27.6% | +12.2% |
| YTD | +2.0% | +0.5% | +1.4% | +0.4% |
| 1Y | -4.3% | +0.3% | -4.6% | -5.8% |
| 3Y | +25.9% | +325.8% | -299.9% | -14.8% |
| 5Y | +5.8% | +524.7% | -518.9% | -35.3% |
| 10Y | +262.5% | +1,491.8% | -1,229.2% | +81.4% |
| All | +265.6% | +1,165.4% | -899.8% | +82.1% |
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