+241.7%
HD vs HWM
+1,494.1%
-1,252.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -2.1% | -2.1% | +0.1% | -1.7% |
| 30D | -8.4% | -11.0% | +2.6% | -6.1% |
| 3M | +4.3% | +4.0% | +0.3% | +2.9% |
| 6M | -11.1% | -0.2% | -10.9% | -11.6% |
| YTD | -4.7% | +26.7% | -31.3% | -10.5% |
| 1Y | -19.8% | +44.7% | -64.5% | -27.2% |
| 3Y | +4.1% | +426.1% | -422.0% | -32.5% |
| 5Y | +10.3% | +738.5% | -728.2% | -36.7% |
| All | +241.7% | +1,494.1% | -1,252.3% | +62.4% |
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