+8.4%
LOW vs HWM
+655.8%
-647.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -10.7% | +8.9% | +0.9% |
| 7D | +0.4% | -9.2% | +9.5% | +2.7% |
| 30D | -10.1% | -17.9% | +7.8% | -5.8% |
| 3M | -2.9% | -6.0% | +3.2% | -2.1% |
| 6M | -19.4% | -7.4% | -12.1% | -18.7% |
| YTD | -15.4% | +13.1% | -28.5% | -18.9% |
| 1Y | -24.9% | +29.3% | -54.2% | -30.7% |
| 3Y | -7.8% | +389.9% | -397.7% | -46.2% |
| 5Y | +8.4% | +655.5% | -647.1% | -45.2% |
| All | +8.4% | +655.8% | -647.4% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling