-0.3%
SPOT vs HWM
+5.4%
-5.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.3% | +8.9% | +3.9% |
| 7D | +16.6% | +9.4% | +7.2% | +18.2% |
| 30D | +29.9% | -7.0% | +36.9% | +29.5% |
| 3M | +31.3% | -25.9% | +57.1% | +28.1% |
| 6M | +43.2% | -10.8% | +54.0% | +41.7% |
| YTD | +8.1% | +4.3% | +3.8% | +5.7% |
| 1Y | -0.3% | +4.4% | -4.7% | -1.9% |
| All | -0.3% | +5.4% | -5.7% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling