-5.2%
O vs HWM
-17.8%
+12.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.6% |
| 7D | +3.7% | +3.4% | +0.3% | +3.8% |
| 30D | +11.2% | -7.5% | +18.7% | +10.3% |
| 3M | -4.0% | -28.9% | +24.9% | -7.0% |
| 6M | -5.2% | -19.6% | +14.4% | -7.6% |
| All | -5.2% | -17.8% | +12.5% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling