+308.8%
SPOT vs HWM
+1,258.9%
-950.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.1% |
| 7D | -3.0% | +5.0% | -7.9% | -4.2% |
| 30D | +15.2% | +1.5% | +13.7% | +14.0% |
| 3M | +21.6% | -20.3% | +41.9% | +27.8% |
| 6M | +45.2% | -18.0% | +63.2% | +50.5% |
| YTD | +4.9% | +9.5% | -4.6% | -1.0% |
| 1Y | -4.8% | +7.5% | -12.2% | -9.7% |
| 3Y | +256.3% | +355.7% | -99.4% | +123.8% |
| 5Y | +120.2% | +610.2% | -490.0% | +24.2% |
| All | +308.8% | +1,258.9% | -950.1% | +86.5% |
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