+62.5%
T vs HWM
+1,503.5%
-1,441.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.6% | +11.1% | -9.5% | -0.2% |
| 30D | -2.9% | +3.0% | -5.9% | -3.7% |
| 3M | -7.5% | -20.7% | +13.2% | -4.2% |
| 6M | -9.9% | -17.2% | +7.3% | -7.6% |
| YTD | -6.4% | +9.1% | -15.5% | -9.6% |
| 1Y | -9.4% | +9.0% | -18.4% | -12.5% |
| 3Y | +64.9% | +353.8% | -289.0% | +14.6% |
| 5Y | +57.0% | +608.0% | -551.1% | -3.0% |
| All | +62.5% | +1,503.5% | -1,441.0% | -18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling