+156.4%
MAR vs HWM
+655.8%
-499.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -10.7% | +8.4% | +2.1% |
| 7D | -1.7% | -9.2% | +7.4% | +2.0% |
| 30D | -6.9% | -17.9% | +11.0% | +0.5% |
| 3M | -15.8% | -6.0% | -9.8% | -14.7% |
| 6M | +1.9% | -7.4% | +9.3% | +3.4% |
| YTD | +6.6% | +13.1% | -6.5% | -1.7% |
| 1Y | +23.7% | +29.3% | -5.6% | +6.4% |
| 3Y | +64.6% | +389.9% | -325.3% | -34.8% |
| 5Y | +156.4% | +655.5% | -499.2% | -25.9% |
| All | +156.4% | +655.8% | -499.4% | -25.9% |
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 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