-38.7%
NOW vs HWM
+5.4%
-44.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -2.0% |
| 7D | -27.5% | +9.4% | -36.9% | -24.0% |
| 30D | -20.0% | -7.0% | -13.1% | -20.4% |
| 3M | -7.9% | -25.9% | +18.0% | -15.9% |
| 6M | +18.3% | -10.8% | +29.1% | +16.9% |
| YTD | -29.0% | +4.3% | -33.3% | -27.6% |
| 1Y | -38.7% | +4.4% | -43.1% | -37.2% |
| All | -38.7% | +5.4% | -44.1% | -37.2% |
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