+463.1%
STM vs HWM
+1,554.5%
-1,091.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.2% | +2.6% |
| 7D | +1.4% | +5.0% | -3.5% | -0.2% |
| 30D | -8.4% | +1.5% | -9.9% | -8.8% |
| 3M | -15.8% | -20.3% | +4.5% | -8.2% |
| 6M | -22.8% | -18.0% | -4.8% | -17.1% |
| YTD | +79.4% | +9.5% | +69.9% | +70.5% |
| 1Y | +97.0% | +7.5% | +89.5% | +88.3% |
| 3Y | +14.2% | +355.7% | -341.5% | -42.1% |
| 5Y | -4.5% | +610.2% | -614.7% | -59.4% |
| 10Y | +463.1% | +1,516.8% | -1,053.7% | +86.8% |
| All | +463.1% | +1,554.5% | -1,091.4% | +86.8% |
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