+10.7%
O vs HWM
+522.4%
-511.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -1.0% |
| 7D | +3.7% | +3.4% | +0.3% | +3.2% |
| 30D | +11.2% | -7.5% | +18.7% | +11.9% |
| 3M | -4.0% | -28.9% | +24.9% | -0.4% |
| 6M | -5.2% | -19.6% | +14.4% | -3.5% |
| YTD | +9.5% | +0.6% | +8.9% | +7.8% |
| 1Y | +10.6% | +0.3% | +10.3% | +8.9% |
| 3Y | +38.1% | +326.1% | -288.0% | -2.1% |
| All | +10.7% | +522.4% | -511.7% | -31.3% |
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