+1,381.0%
NET vs HWM
+941.5%
+439.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -1.4% |
| 7D | -16.4% | +9.4% | -25.8% | -18.6% |
| 30D | -25.8% | -7.0% | -18.9% | -24.6% |
| 3M | -11.5% | -25.9% | +14.3% | -4.5% |
| 6M | +18.9% | -10.8% | +29.7% | +21.0% |
| YTD | +35.2% | +4.3% | +30.9% | +30.1% |
| 1Y | +14.5% | +4.4% | +10.1% | +10.1% |
| 3Y | +313.8% | +348.8% | -35.0% | +164.6% |
| 5Y | +32.6% | +598.5% | -565.9% | -21.7% |
| All | +1,381.0% | +941.5% | +439.5% | +848.7% |
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