+392.6%
STM vs HWM
+1,473.3%
-1,080.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +1.9% | +3.4% |
| 7D | -10.7% | +3.4% | -14.1% | -11.7% |
| 30D | -25.7% | -7.5% | -18.2% | -23.2% |
| 3M | -21.6% | -28.9% | +7.3% | -10.6% |
| 6M | -27.8% | -19.6% | -8.2% | -22.0% |
| YTD | +61.8% | +0.6% | +61.1% | +59.1% |
| 1Y | +78.1% | +0.3% | +77.8% | +75.1% |
| 3Y | +4.9% | +326.1% | -321.2% | -45.1% |
| 5Y | -14.3% | +525.2% | -539.4% | -61.6% |
| All | +392.6% | +1,473.3% | -1,080.7% | +80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling