+96.5%
STM vs HWM
+5.4%
+91.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.3% | -1.8% | -4.4% |
| 7D | -6.0% | +9.4% | -15.4% | -9.0% |
| 30D | -20.9% | -7.0% | -14.0% | -18.9% |
| 3M | -15.8% | -25.9% | +10.1% | -6.7% |
| 6M | -17.0% | -10.8% | -6.2% | -15.6% |
| YTD | +76.8% | +4.3% | +72.5% | +73.5% |
| 1Y | +96.5% | +4.4% | +92.1% | +94.0% |
| All | +96.5% | +5.4% | +91.1% | +94.0% |
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