+301.7%
SPOT vs HWM
+1,253.5%
-951.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -2.6% | +11.1% | -13.7% | -5.2% |
| 30D | +13.5% | +3.0% | +10.5% | +11.9% |
| 3M | +22.2% | -20.7% | +43.0% | +28.7% |
| 6M | +38.3% | -17.2% | +55.5% | +43.0% |
| YTD | +3.1% | +9.1% | -6.0% | -2.6% |
| 1Y | -7.6% | +9.0% | -16.7% | -12.8% |
| 3Y | +250.0% | +353.8% | -103.8% | +120.1% |
| 5Y | +113.3% | +608.0% | -494.7% | +20.4% |
| All | +301.7% | +1,253.5% | -951.8% | +83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling