+61.9%
SE vs HWM
+353.4%
-291.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -1.5% | +11.1% | -12.6% | -5.3% |
| 30D | -22.3% | +3.0% | -25.3% | -23.4% |
| 3M | -41.8% | -20.7% | -21.1% | -37.2% |
| 6M | -22.4% | -17.2% | -5.2% | -18.1% |
| YTD | -41.6% | +9.1% | -50.6% | -45.9% |
| 1Y | -48.0% | +9.0% | -57.1% | -51.9% |
| All | +61.9% | +353.4% | -291.5% | +32.9% |
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 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