-27.8%
STM vs HWM
-17.8%
-10.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.4% | +2.0% | +3.5% |
| 7D | -10.7% | +3.3% | -14.0% | -10.9% |
| 30D | -25.7% | -7.6% | -18.1% | -24.0% |
| 3M | -21.6% | -28.9% | +7.4% | -15.0% |
| 6M | -27.8% | -19.7% | -8.1% | -25.1% |
| All | -27.8% | -17.8% | -10.0% | -25.1% |
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