+162.6%
PM vs HWM
+591.3%
-428.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | +0.5% | +7.3% | -6.7% | -0.1% |
| 30D | -3.2% | +1.6% | -4.8% | -3.5% |
| 3M | +6.2% | -21.9% | +28.1% | +8.5% |
| 6M | +7.7% | -19.0% | +26.7% | +9.4% |
| YTD | +27.3% | +7.9% | +19.3% | +24.6% |
| 1Y | +32.8% | +9.9% | +22.8% | +29.7% |
| 3Y | +150.0% | +342.1% | -192.1% | +87.5% |
| All | +162.6% | +591.3% | -428.7% | +76.9% |
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