+504.6%
NOW vs HWM
+1,636.6%
-1,132.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.4% |
| 7D | -3.1% | +1.6% | -4.7% | -3.5% |
| 30D | -27.0% | -3.9% | -23.1% | -26.9% |
| 3M | -17.7% | -23.2% | +5.5% | -13.1% |
| 6M | +12.7% | -20.0% | +32.7% | +16.8% |
| YTD | -32.9% | +5.7% | -38.6% | -36.7% |
| 1Y | -40.4% | +4.9% | -45.3% | -43.7% |
| 3Y | -17.1% | +347.0% | -364.1% | -48.7% |
| 5Y | -25.7% | +563.0% | -588.7% | -58.5% |
| 10Y | +504.6% | +1,579.2% | -1,074.5% | +146.9% |
| All | +504.6% | +1,636.6% | -1,132.0% | +146.9% |
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 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