-1.4%
LOW vs HWM
+5.4%
-6.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.3% | +11.8% | +8.3% |
| 7D | +15.6% | +9.4% | +6.2% | +13.1% |
| 30D | +28.6% | -7.0% | +35.6% | +30.0% |
| 3M | +5.8% | -25.9% | +31.7% | +12.8% |
| 6M | +3.8% | -10.8% | +14.6% | +3.0% |
| YTD | -2.8% | +4.3% | -7.1% | -5.8% |
| 1Y | -1.4% | +4.4% | -5.8% | -3.5% |
| All | -1.4% | +5.4% | -6.8% | -3.5% |
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