-8.4%
T vs HWM
+0.1%
-8.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -0.7% |
| 7D | +1.0% | +3.4% | -2.4% | +1.3% |
| 30D | -10.6% | -7.5% | -3.1% | -11.3% |
| 3M | -7.7% | -28.9% | +21.1% | -10.2% |
| 6M | -13.3% | -19.6% | +6.3% | -14.5% |
| YTD | -8.8% | +0.6% | -9.4% | -8.1% |
| 1Y | -8.4% | +0.3% | -8.7% | -7.3% |
| All | -8.4% | +0.1% | -8.5% | -7.3% |
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 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