+111.7%
SPOT vs HWM
+655.8%
-544.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -10.7% | +8.2% | +1.9% |
| 7D | -2.9% | -9.2% | +6.3% | +0.8% |
| 30D | +8.3% | -17.9% | +26.2% | +17.0% |
| 3M | +5.1% | -6.0% | +11.1% | +5.9% |
| 6M | -6.5% | -7.4% | +0.9% | -6.2% |
| YTD | -9.0% | +13.1% | -22.1% | -18.5% |
| 1Y | -26.4% | +29.3% | -55.7% | -39.1% |
| 3Y | +240.0% | +389.9% | -149.9% | +27.3% |
| 5Y | +111.7% | +655.5% | -543.8% | -39.7% |
| All | +111.7% | +655.8% | -544.1% | -39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling