+74.3%
O vs HWM
+1,323.5%
-1,249.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -10.7% | +10.3% | +2.1% |
| 7D | -0.6% | -9.2% | +8.6% | +1.5% |
| 30D | -2.0% | -17.9% | +15.9% | +2.3% |
| 3M | +3.0% | -6.0% | +9.1% | +3.7% |
| 6M | -3.6% | -7.4% | +3.7% | -3.1% |
| YTD | +12.1% | +13.1% | -1.0% | +7.1% |
| 1Y | +8.9% | +29.3% | -20.4% | +0.4% |
| 3Y | +30.3% | +389.9% | -359.6% | -19.2% |
| 5Y | +13.7% | +655.5% | -641.8% | -39.1% |
| All | +74.3% | +1,323.5% | -1,249.2% | -27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling