+499.2%
NOW vs HWM
+1,472.2%
-973.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.0% |
| 7D | -3.0% | +3.3% | -6.3% | -3.8% |
| 30D | -26.0% | -7.6% | -18.4% | -25.1% |
| 3M | -13.1% | -28.9% | +15.8% | -6.5% |
| 6M | +14.5% | -19.7% | +34.2% | +18.4% |
| YTD | -33.4% | +0.5% | -34.0% | -36.4% |
| 1Y | -40.6% | +0.3% | -40.9% | -43.3% |
| 3Y | -16.3% | +325.8% | -342.2% | -47.6% |
| 5Y | -26.3% | +524.7% | -551.1% | -58.3% |
| All | +499.2% | +1,472.2% | -973.0% | +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