+251.0%
SPOT vs HWM
+1,310.2%
-1,059.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.5% | -1.2% |
| 7D | -6.5% | -8.0% | +1.5% | -4.5% |
| 30D | +2.2% | -18.0% | +20.2% | +7.5% |
| 3M | +5.4% | -9.5% | +14.9% | +7.4% |
| 6M | -4.0% | -8.4% | +4.4% | -3.1% |
| YTD | -9.9% | +13.6% | -23.6% | -15.2% |
| 1Y | -27.3% | +30.2% | -57.5% | -34.4% |
| 3Y | +236.4% | +392.2% | -155.8% | +108.5% |
| 5Y | +112.6% | +645.2% | -532.6% | +19.2% |
| All | +251.0% | +1,310.2% | -1,059.2% | +59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling