+56.6%
T vs HWM
+1,165.4%
-1,108.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.3% |
| 7D | +1.0% | +3.3% | -2.3% | +0.3% |
| 30D | -10.6% | -7.6% | -3.0% | -9.7% |
| 3M | -7.7% | -28.9% | +21.2% | -2.6% |
| 6M | -13.3% | -19.7% | +6.4% | -10.8% |
| YTD | -8.8% | +0.5% | -9.3% | -10.6% |
| 1Y | -8.4% | +0.3% | -8.7% | -10.2% |
| 3Y | +59.6% | +325.8% | -266.2% | +12.5% |
| 5Y | +52.1% | +524.7% | -472.7% | -3.3% |
| 10Y | +56.9% | +1,491.8% | -1,434.9% | -18.1% |
| All | +56.6% | +1,165.4% | -1,108.8% | -18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling