+78.7%
SO vs HWM
+591.3%
-512.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | +1.4% | +7.3% | -5.9% | +0.9% |
| 30D | +4.7% | +1.6% | +3.1% | +4.5% |
| 3M | +1.7% | -21.9% | +23.6% | +3.4% |
| 6M | +2.2% | -19.0% | +21.2% | +3.5% |
| YTD | +10.0% | +7.9% | +2.0% | +8.3% |
| 1Y | +6.0% | +9.9% | -3.9% | +4.3% |
| 3Y | +54.1% | +342.1% | -288.0% | +21.5% |
| All | +78.7% | +591.3% | -512.5% | +29.9% |
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 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