+326.3%
LOW vs HWM
+1,278.2%
-951.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.7% |
| 7D | +1.0% | +5.0% | -4.0% | -0.4% |
| 30D | +25.6% | +1.5% | +24.1% | +24.5% |
| 3M | +5.3% | -20.3% | +25.7% | +10.8% |
| 6M | +3.7% | -18.0% | +21.8% | +8.0% |
| YTD | -1.9% | +9.5% | -11.4% | -5.7% |
| 1Y | +0.6% | +7.5% | -6.9% | -3.0% |
| 3Y | +26.4% | +355.7% | -329.2% | -21.1% |
| 5Y | +10.1% | +610.2% | -600.1% | -40.0% |
| 10Y | +301.3% | +1,516.8% | -1,215.5% | +68.8% |
| All | +326.3% | +1,278.2% | -951.9% | +79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling