+39.1%
O vs HWM
+348.7%
-309.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | -0.4% | +7.3% | -7.7% | -0.5% |
| 30D | +7.1% | +1.6% | +5.5% | +7.0% |
| 3M | -5.2% | -21.9% | +16.6% | -4.8% |
| 6M | -1.8% | -19.0% | +17.3% | -1.5% |
| YTD | +9.1% | +7.9% | +1.1% | +8.5% |
| 1Y | +9.7% | +9.9% | -0.3% | +9.1% |
| 3Y | +39.1% | +342.1% | -303.0% | +24.7% |
| All | +39.1% | +348.7% | -309.6% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling