-24.7%
LOW vs HWM
+30.4%
-55.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -0.6% | -8.0% | +7.4% | +1.1% |
| 30D | -9.3% | -18.0% | +8.7% | -5.2% |
| 3M | -8.1% | -9.5% | +1.4% | -7.2% |
| 6M | -19.8% | -8.4% | -11.4% | -20.2% |
| YTD | -16.4% | +13.6% | -30.0% | -19.5% |
| 1Y | -24.7% | +30.2% | -54.9% | -28.8% |
| All | -24.7% | +30.4% | -55.0% | -28.8% |
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