+21.0%
STM vs HWM
+743.6%
-722.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.1% |
| 7D | +5.8% | -2.1% | +7.9% | +6.5% |
| 30D | -1.0% | -11.0% | +10.0% | +4.2% |
| 3M | -33.3% | +4.0% | -37.3% | -35.2% |
| 6M | +57.4% | -0.2% | +57.6% | +55.5% |
| YTD | +102.2% | +26.7% | +75.5% | +77.1% |
| 1Y | +99.6% | +44.7% | +54.9% | +62.3% |
| 3Y | +14.5% | +426.1% | -411.6% | -58.0% |
| All | +21.0% | +743.6% | -722.6% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling