+263.3%
LOW vs HWM
+1,330.2%
-1,067.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -0.6% | -8.0% | +7.4% | +1.4% |
| 30D | -9.3% | -18.0% | +8.7% | -4.7% |
| 3M | -8.1% | -9.5% | +1.4% | -6.3% |
| 6M | -19.8% | -8.4% | -11.4% | -18.6% |
| YTD | -16.4% | +13.6% | -30.0% | -20.0% |
| 1Y | -24.7% | +30.2% | -54.9% | -30.7% |
| 3Y | -8.8% | +392.2% | -401.0% | -44.0% |
| 5Y | +7.8% | +645.2% | -637.4% | -41.8% |
| All | +263.3% | +1,330.2% | -1,067.0% | +52.1% |
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 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