+303.3%
LOW vs HWM
+1,599.0%
-1,295.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | +8.7% | -1.8% | +10.4% | +9.0% |
| 30D | +25.5% | -2.7% | +28.1% | +25.7% |
| 3M | +6.6% | -22.7% | +29.3% | +13.1% |
| 6M | +2.4% | -18.9% | +21.4% | +6.9% |
| YTD | -1.7% | +7.1% | -8.8% | -5.1% |
| 1Y | +1.7% | +4.7% | -3.0% | -1.3% |
| 3Y | +26.6% | +345.6% | -319.0% | -20.7% |
| 5Y | +10.1% | +588.3% | -578.1% | -39.6% |
| 10Y | +303.3% | +1,516.2% | -1,212.9% | +66.7% |
| All | +303.3% | +1,599.0% | -1,295.7% | +66.7% |
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