-40.3%
NOW vs HWM
+7.8%
-48.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +3.9% |
| 7D | -5.6% | +5.0% | -10.5% | -4.1% |
| 30D | -26.8% | +1.5% | -28.3% | -25.0% |
| 3M | -19.4% | -20.3% | +0.9% | -24.6% |
| 6M | +12.3% | -18.0% | +30.3% | +7.6% |
| YTD | -32.9% | +9.5% | -42.4% | -30.3% |
| 1Y | -40.3% | +7.5% | -47.8% | -38.0% |
| All | -40.3% | +7.8% | -48.1% | -38.0% |
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