-26.4%
NOW vs HWM
+522.0%
-548.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -1.1% |
| 7D | -3.0% | +3.3% | -6.3% | -4.0% |
| 30D | -26.0% | -7.6% | -18.4% | -24.7% |
| 3M | -13.1% | -28.9% | +15.8% | -3.8% |
| 6M | +14.5% | -19.7% | +34.2% | +19.4% |
| YTD | -33.4% | +0.5% | -34.0% | -39.1% |
| 1Y | -40.6% | +0.3% | -40.9% | -45.8% |
| 3Y | -16.3% | +325.8% | -342.2% | -67.7% |
| All | -26.4% | +522.0% | -548.3% | -78.7% |
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