+48.3%
MAR vs HWM
+7.8%
+40.5%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.0% | -0.3% |
| 7D | +1.0% | +5.0% | -3.9% | -0.1% |
| 30D | +16.2% | +1.5% | +14.7% | +15.3% |
| 3M | +23.1% | -20.3% | +43.4% | +28.4% |
| 6M | +22.0% | -18.0% | +40.0% | +25.9% |
| YTD | +39.2% | +9.5% | +29.7% | +34.2% |
| 1Y | +48.3% | +7.5% | +40.8% | +43.8% |
| All | +48.3% | +7.8% | +40.5% | +43.8% |
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