-7.2%
T vs HWM
+30.1%
-37.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -10.7% | +10.4% | -1.0% |
| 7D | -1.5% | -9.2% | +7.6% | -2.1% |
| 30D | +7.6% | -17.9% | +25.5% | +6.0% |
| 3M | +15.3% | -6.0% | +21.3% | +15.1% |
| 6M | -8.5% | -7.4% | -1.1% | -8.5% |
| YTD | +6.8% | +13.1% | -6.3% | +8.3% |
| 1Y | -7.2% | +29.3% | -36.5% | -6.0% |
| All | -7.2% | +30.1% | -37.4% | -6.0% |
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 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