-9.4%
T vs HWM
+7.2%
-16.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +1.6% | +11.1% | -9.5% | +2.3% |
| 30D | -2.9% | +3.0% | -5.9% | -3.0% |
| 3M | -7.5% | -20.7% | +13.2% | -9.2% |
| 6M | -9.9% | -17.2% | +7.3% | -11.1% |
| YTD | -6.4% | +9.1% | -15.5% | -5.8% |
| 1Y | -9.4% | +9.0% | -18.4% | -8.7% |
| All | -9.4% | +7.2% | -16.6% | -8.7% |
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