+70.3%
SE vs HWM
+330.6%
-260.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.8% |
| 7D | +2.0% | +3.3% | -1.3% | +0.5% |
| 30D | -20.0% | -7.6% | -12.4% | -17.8% |
| 3M | -31.8% | -28.9% | -2.8% | -23.2% |
| 6M | -15.9% | -19.7% | +3.8% | -10.6% |
| YTD | -40.6% | +0.5% | -41.2% | -43.3% |
| 1Y | -50.7% | +0.3% | -50.9% | -52.9% |
| 3Y | +70.3% | +325.8% | -255.5% | +42.9% |
| All | +70.3% | +330.6% | -260.3% | +42.9% |
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