+120.7%
MAR vs HWM
+348.7%
-228.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -1.2% |
| 7D | +0.2% | +1.6% | -1.4% | -0.4% |
| 30D | +14.0% | -3.9% | +18.0% | +14.8% |
| 3M | +18.1% | -23.2% | +41.3% | +26.0% |
| 6M | +18.6% | -20.0% | +38.6% | +24.6% |
| YTD | +35.3% | +5.7% | +29.6% | +30.3% |
| 1Y | +44.5% | +4.9% | +39.6% | +39.3% |
| 3Y | +120.7% | +347.0% | -226.3% | +39.9% |
| All | +120.7% | +348.7% | -228.0% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling