+77.0%
SO vs HWM
+522.0%
-444.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.2% |
| 7D | -1.5% | +3.3% | -4.8% | -1.7% |
| 30D | +8.1% | -7.6% | +15.7% | +8.6% |
| 3M | +0.2% | -28.9% | +29.1% | +2.6% |
| 6M | +0.4% | -19.7% | +20.1% | +1.6% |
| YTD | +8.5% | +0.5% | +8.0% | +7.4% |
| 1Y | +4.9% | +0.3% | +4.7% | +3.9% |
| 3Y | +47.9% | +325.8% | -277.9% | +16.4% |
| All | +77.0% | +522.0% | -444.9% | +29.0% |
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