+16.8%
SPCH vs HWM
-31.1%
+47.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | +2.5% | +14.3% | +15.5% |
| 7D | -3.0% | +3.4% | -6.4% | -1.9% |
| 30D | -39.8% | -7.5% | -32.3% | -38.1% |
| 3M | +16.8% | -28.9% | +45.7% | +18.2% |
| All | +16.8% | -31.1% | +47.9% | +18.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling