-22.9%
SPOT vs HWM
+48.6%
-71.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.2% |
| 7D | -0.9% | -2.1% | +1.2% | -1.1% |
| 30D | +12.5% | -11.0% | +23.5% | +11.4% |
| 3M | +9.9% | +4.0% | +5.9% | +9.8% |
| 6M | +1.6% | -0.2% | +1.8% | +0.9% |
| YTD | -6.6% | +26.7% | -33.2% | -8.9% |
| 1Y | -22.9% | +44.7% | -67.7% | -25.4% |
| All | -22.9% | +48.6% | -71.5% | -25.4% |
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