+4.9%
STM vs HWM
+330.6%
-325.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.0% | +3.5% |
| 7D | -10.7% | +3.3% | -14.0% | -11.5% |
| 30D | -25.7% | -7.6% | -18.1% | -23.5% |
| 3M | -21.6% | -28.9% | +7.4% | -12.3% |
| 6M | -27.8% | -19.7% | -8.1% | -22.9% |
| YTD | +61.8% | +0.5% | +61.2% | +59.8% |
| 1Y | +78.1% | +0.3% | +77.8% | +75.9% |
| 3Y | +4.9% | +325.8% | -320.9% | -29.8% |
| All | +4.9% | +330.6% | -325.7% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling