+58.8%
T vs HWM
+1,599.0%
-1,540.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | +2.6% | -1.8% | +4.3% | +2.8% |
| 30D | -1.1% | -2.7% | +1.6% | -0.9% |
| 3M | -7.7% | -22.7% | +15.0% | -4.0% |
| 6M | -10.6% | -18.9% | +8.3% | -8.1% |
| YTD | -7.5% | +7.1% | -14.5% | -10.3% |
| 1Y | -7.4% | +4.7% | -12.1% | -10.0% |
| 3Y | +63.1% | +345.6% | -282.5% | +13.7% |
| 5Y | +55.2% | +588.3% | -533.1% | -3.5% |
| 10Y | +58.8% | +1,516.2% | -1,457.4% | -20.6% |
| All | +58.8% | +1,599.0% | -1,540.2% | -20.6% |
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