-25.9%
SPOT vs HWM
+26.9%
-52.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.3% |
| 7D | -6.9% | -12.5% | +5.7% | -7.4% |
| 30D | +4.1% | -19.0% | +23.1% | +2.9% |
| 3M | +3.7% | -8.6% | +12.3% | +3.1% |
| 6M | -1.6% | -10.2% | +8.5% | -2.7% |
| YTD | -10.2% | +11.3% | -21.5% | -13.2% |
| 1Y | -25.9% | +24.3% | -50.2% | -30.0% |
| All | -25.9% | +26.9% | -52.8% | -30.0% |
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