+117.4%
PM vs HWM
+743.6%
-626.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -4.9% | -2.1% | -2.8% | -4.7% |
| 30D | -3.4% | -11.0% | +7.6% | -2.3% |
| 3M | +5.2% | +4.0% | +1.1% | +4.3% |
| 6M | +3.7% | -0.2% | +3.9% | +3.3% |
| YTD | +15.8% | +26.7% | -10.9% | +11.8% |
| 1Y | +17.4% | +44.7% | -27.3% | +11.2% |
| 3Y | +116.9% | +426.1% | -309.2% | +59.9% |
| All | +117.4% | +743.6% | -626.2% | +42.8% |
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 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