+82.7%
O vs HWM
+1,599.0%
-1,516.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | +3.5% | -1.8% | +5.3% | +3.8% |
| 30D | +10.4% | -2.7% | +13.1% | +10.6% |
| 3M | -2.4% | -22.7% | +20.3% | +2.7% |
| 6M | -1.2% | -18.9% | +17.7% | +2.5% |
| YTD | +10.4% | +7.1% | +3.3% | +6.3% |
| 1Y | +11.4% | +4.7% | +6.8% | +7.8% |
| 3Y | +40.4% | +345.6% | -305.2% | -11.5% |
| 5Y | +12.1% | +588.3% | -576.1% | -38.9% |
| 10Y | +82.7% | +1,516.2% | -1,433.4% | -24.9% |
| All | +82.7% | +1,599.0% | -1,516.3% | -24.9% |
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