+146.7%
PM vs HWM
+355.2%
-208.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +1.0% |
| 7D | -7.1% | +5.0% | -12.0% | -7.1% |
| 30D | -2.8% | +1.5% | -4.3% | -2.9% |
| 3M | +6.3% | -20.3% | +26.7% | +6.6% |
| 6M | +9.6% | -18.0% | +27.7% | +9.9% |
| YTD | +25.6% | +9.5% | +16.1% | +24.8% |
| 1Y | +29.7% | +7.5% | +22.2% | +28.8% |
| All | +146.7% | +355.2% | -208.5% | +134.4% |
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