+378.9%
STM vs HWM
+1,135.2%
-756.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -5.9% | -6.5% | -10.0% |
| 7D | -20.1% | -2.4% | -17.6% | -19.1% |
| 30D | -32.0% | -13.3% | -18.7% | -27.9% |
| 3M | -24.2% | -31.0% | +6.9% | -12.5% |
| 6M | -29.9% | -17.1% | -12.8% | -25.3% |
| YTD | +54.9% | -1.9% | +56.8% | +53.9% |
| 1Y | +68.0% | -2.4% | +70.4% | +67.0% |
| 3Y | -0.1% | +322.2% | -322.3% | -47.5% |
| 5Y | -17.9% | +509.8% | -527.7% | -62.8% |
| 10Y | +392.2% | +1,453.8% | -1,061.5% | +74.4% |
| All | +378.9% | +1,135.2% | -756.3% | +68.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling