-26.0%
NOW vs HWM
+538.5%
-564.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.9% | 0.0% | -4.1% |
| 7D | -6.7% | -2.4% | -4.2% | -6.0% |
| 30D | -25.8% | -13.3% | -12.6% | -22.9% |
| 3M | -12.7% | -31.0% | +18.4% | -2.4% |
| 6M | +11.2% | -17.1% | +28.4% | +14.0% |
| YTD | -33.2% | -1.9% | -31.3% | -38.4% |
| 1Y | -41.8% | -2.4% | -39.4% | -46.4% |
| 3Y | -15.7% | +322.2% | -337.8% | -67.5% |
| 5Y | -26.0% | +509.8% | -535.9% | -78.4% |
| All | -26.0% | +538.5% | -564.6% | -78.4% |
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