+465.1%
STM vs HWM
+1,487.1%
-1,022.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | +12.0% | +7.3% | +4.7% | +8.9% |
| 30D | -0.4% | +1.6% | -1.9% | -0.8% |
| 3M | -13.2% | -21.9% | +8.7% | -4.6% |
| 6M | -26.1% | -19.0% | -7.0% | -20.2% |
| YTD | +81.2% | +7.9% | +73.2% | +73.3% |
| 1Y | +98.3% | +9.9% | +88.4% | +87.9% |
| 3Y | +16.7% | +342.1% | -325.4% | -40.0% |
| 5Y | -4.8% | +600.8% | -605.6% | -59.4% |
| All | +465.1% | +1,487.1% | -1,022.0% | +89.0% |
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 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