-26.3%
U vs HWM
+1,116.0%
-1,142.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.6% |
| 7D | +24.4% | -1.8% | +26.1% | +24.6% |
| 30D | +7.4% | -2.7% | +10.1% | +7.6% |
| 3M | +16.8% | -22.7% | +39.5% | +28.2% |
| 6M | +78.8% | -18.9% | +97.7% | +90.6% |
| YTD | +14.0% | +7.1% | +6.9% | +3.5% |
| 1Y | +16.7% | +4.7% | +12.0% | +7.1% |
| 3Y | +86.4% | +345.6% | -259.2% | -19.6% |
| 5Y | -71.5% | +588.3% | -659.7% | -89.6% |
| All | -26.3% | +1,116.0% | -1,142.4% | -71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling