+6.8%
NOW vs HWM
+743.6%
-736.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.8% |
| 7D | -2.4% | -2.1% | -0.3% | -1.9% |
| 30D | +20.5% | -11.0% | +31.5% | +24.8% |
| 3M | +18.3% | +4.0% | +14.3% | +14.5% |
| 6M | +24.1% | -0.2% | +24.3% | +20.4% |
| YTD | -7.8% | +26.7% | -34.4% | -20.7% |
| 1Y | -21.4% | +44.7% | -66.1% | -37.2% |
| 3Y | +19.5% | +426.1% | -406.6% | -53.7% |
| All | +6.8% | +743.6% | -736.8% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling