+83.8%
T vs HWM
+1,494.1%
-1,410.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.5% | -1.9% |
| 7D | -1.3% | -2.1% | +0.8% | -1.0% |
| 30D | +11.4% | -11.0% | +22.4% | +13.6% |
| 3M | +14.3% | +4.0% | +10.3% | +13.0% |
| 6M | -9.3% | -0.2% | -9.0% | -9.9% |
| YTD | +7.1% | +26.7% | -19.5% | +1.3% |
| 1Y | -9.1% | +44.7% | -53.8% | -16.5% |
| 3Y | +105.3% | +426.1% | -320.8% | +40.1% |
| 5Y | +66.8% | +738.5% | -671.7% | +0.8% |
| All | +83.8% | +1,494.1% | -1,410.2% | -7.7% |
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 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