+514.0%
NOW vs HWM
+1,487.1%
-973.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | +0.3% | +7.3% | -7.0% | -1.5% |
| 30D | -27.0% | +1.6% | -28.5% | -27.8% |
| 3M | -19.6% | -21.9% | +2.2% | -15.5% |
| 6M | +17.5% | -19.0% | +36.5% | +21.4% |
| YTD | -33.3% | +7.9% | -41.2% | -37.3% |
| 1Y | -39.8% | +9.9% | -49.8% | -43.9% |
| 3Y | -19.9% | +342.1% | -362.1% | -50.4% |
| 5Y | -26.1% | +600.8% | -626.8% | -59.4% |
| All | +514.0% | +1,487.1% | -973.1% | +145.6% |
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