+233.9%
PM vs HWM
+1,165.4%
-931.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.2% |
| 7D | -5.2% | +3.3% | -8.5% | -5.8% |
| 30D | +2.7% | -7.6% | +10.3% | +3.8% |
| 3M | +5.2% | -28.9% | +34.2% | +10.6% |
| 6M | +17.0% | -19.7% | +36.7% | +20.1% |
| YTD | +25.5% | +0.5% | +25.0% | +23.5% |
| 1Y | +35.5% | +0.3% | +35.3% | +33.4% |
| 3Y | +143.9% | +325.8% | -181.9% | +79.0% |
| 5Y | +161.8% | +524.7% | -362.9% | +76.0% |
| 10Y | +235.9% | +1,491.8% | -1,255.8% | +101.0% |
| All | +233.9% | +1,165.4% | -931.5% | +96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling