+10.3%
STM vs HWM
+349.8%
-339.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.1% |
| 7D | -7.9% | -1.8% | -6.2% | -7.1% |
| 30D | -14.1% | -2.7% | -11.4% | -13.3% |
| 3M | -17.6% | -22.7% | +5.1% | -10.5% |
| 6M | -24.2% | -18.9% | -5.3% | -19.3% |
| YTD | +73.3% | +7.1% | +66.2% | +67.4% |
| 1Y | +90.1% | +4.7% | +85.4% | +84.8% |
| 3Y | +10.3% | +345.6% | -335.2% | -25.6% |
| All | +10.3% | +349.8% | -339.4% | -25.6% |
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