-29.9%
STM vs HWM
-17.3%
-12.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -5.9% | -6.5% | -10.1% |
| 7D | -20.1% | -2.4% | -17.6% | -18.7% |
| 30D | -32.0% | -13.3% | -18.7% | -29.1% |
| 3M | -24.2% | -31.0% | +6.9% | -16.9% |
| 6M | -29.9% | -17.1% | -12.8% | -27.2% |
| All | -29.9% | -17.3% | -12.7% | -27.2% |
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