+208.0%
PM vs HWM
+1,494.1%
-1,286.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -4.9% | -2.1% | -2.8% | -4.6% |
| 30D | -3.4% | -11.0% | +7.6% | -1.6% |
| 3M | +5.2% | +4.0% | +1.1% | +4.1% |
| 6M | +3.7% | -0.2% | +3.9% | +3.1% |
| YTD | +15.8% | +26.7% | -10.9% | +10.3% |
| 1Y | +17.4% | +44.7% | -27.3% | +9.0% |
| 3Y | +116.9% | +426.1% | -309.2% | +54.5% |
| 5Y | +117.3% | +738.5% | -621.2% | +39.4% |
| All | +208.0% | +1,494.1% | -1,286.1% | +75.1% |
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