+38.1%
O vs HWM
+330.9%
-292.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.8% |
| 7D | +3.7% | +3.4% | +0.3% | +3.6% |
| 30D | +11.2% | -7.5% | +18.7% | +11.3% |
| 3M | -4.0% | -28.9% | +24.9% | -3.4% |
| 6M | -5.2% | -19.6% | +14.4% | -5.0% |
| YTD | +9.5% | +0.6% | +8.9% | +9.1% |
| 1Y | +10.6% | +0.3% | +10.3% | +10.2% |
| 3Y | +38.1% | +326.1% | -288.0% | +25.8% |
| All | +38.1% | +330.9% | -292.8% | +25.8% |
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 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