-6.4%
T vs HWM
+5.4%
-11.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.3% | +1.8% |
| 7D | +5.5% | +9.4% | -4.0% | +6.1% |
| 30D | -8.9% | -7.0% | -2.0% | -9.6% |
| 3M | -5.6% | -25.9% | +20.3% | -7.9% |
| 6M | -14.3% | -10.8% | -3.5% | -14.7% |
| YTD | -7.9% | +4.3% | -12.2% | -7.1% |
| 1Y | -6.4% | +4.4% | -10.8% | -5.2% |
| All | -6.4% | +5.4% | -11.8% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling