+54.1%
T vs HWM
+1,636.6%
-1,582.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.1% |
| 7D | +1.7% | +1.6% | +0.1% | +1.3% |
| 30D | -1.7% | -3.9% | +2.2% | -1.3% |
| 3M | -7.3% | -23.2% | +15.9% | -3.5% |
| 6M | -11.2% | -20.0% | +8.8% | -8.5% |
| YTD | -8.1% | +5.7% | -13.8% | -10.7% |
| 1Y | -8.0% | +4.9% | -12.9% | -10.6% |
| 3Y | +62.1% | +347.0% | -284.9% | +13.2% |
| 5Y | +55.7% | +563.0% | -507.3% | -2.2% |
| 10Y | +54.1% | +1,579.2% | -1,525.0% | -20.3% |
| All | +54.1% | +1,636.6% | -1,582.5% | -20.3% |
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