+539.2%
MAR vs HWM
+1,554.5%
-1,015.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.0% | -0.7% |
| 7D | +1.0% | +5.0% | -3.9% | -1.2% |
| 30D | +16.2% | +1.5% | +14.7% | +14.7% |
| 3M | +23.1% | -20.3% | +43.4% | +33.7% |
| 6M | +22.0% | -18.0% | +40.0% | +30.2% |
| YTD | +39.2% | +9.5% | +29.7% | +29.8% |
| 1Y | +48.3% | +7.5% | +40.8% | +39.2% |
| 3Y | +123.4% | +355.7% | -232.3% | +5.0% |
| 5Y | +185.4% | +610.2% | -424.8% | +8.9% |
| 10Y | +539.2% | +1,516.8% | -977.6% | +72.9% |
| All | +539.2% | +1,554.5% | -1,015.3% | +72.9% |
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