-9.8%
T vs HWM
+7.5%
-17.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | +2.5% | +7.3% | -4.8% | +3.0% |
| 30D | -3.8% | +1.6% | -5.4% | -3.9% |
| 3M | -8.7% | -21.9% | +13.1% | -10.5% |
| 6M | -8.1% | -19.0% | +10.9% | -9.5% |
| YTD | -6.4% | +7.9% | -14.4% | -5.9% |
| 1Y | -9.8% | +9.9% | -19.7% | -9.0% |
| All | -9.8% | +7.5% | -17.3% | -9.0% |
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