-7.4%
T vs HWM
+7.8%
-15.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +1.6% |
| 7D | +2.0% | +5.0% | -3.0% | +2.3% |
| 30D | -1.0% | +1.5% | -2.5% | -1.2% |
| 3M | -8.1% | -20.3% | +12.2% | -9.8% |
| 6M | -8.3% | -18.0% | +9.8% | -9.6% |
| YTD | -6.1% | +9.5% | -15.6% | -5.0% |
| 1Y | -7.4% | +7.5% | -14.8% | -6.5% |
| All | -7.4% | +7.8% | -15.2% | -6.5% |
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