+18.3%
NOW vs HWM
+426.8%
-408.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | -2.4% | -2.1% | -0.3% | -2.1% |
| 30D | +20.5% | -11.0% | +31.5% | +22.9% |
| 3M | +18.3% | +4.0% | +14.3% | +15.7% |
| 6M | +24.1% | -0.2% | +24.3% | +21.8% |
| YTD | -7.8% | +26.7% | -34.4% | -17.8% |
| 1Y | -21.4% | +44.7% | -66.1% | -34.1% |
| All | +18.3% | +426.8% | -408.6% | -41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling