+57.4%
STM vs HWM
-0.3%
+57.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.1% |
| 7D | +5.8% | -2.1% | +7.9% | +6.6% |
| 30D | -1.0% | -11.0% | +10.0% | +4.8% |
| 3M | -33.3% | +4.0% | -37.3% | -36.0% |
| 6M | +57.4% | -0.2% | +57.6% | +56.2% |
| All | +57.4% | -0.3% | +57.7% | +56.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling