-22.7%
U vs HWM
+1,125.9%
-1,148.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.0% | +6.3% | +5.7% |
| 7D | +2.6% | +7.3% | -4.7% | -0.4% |
| 30D | +27.6% | +1.6% | +26.0% | +25.5% |
| 3M | +15.3% | -21.9% | +37.2% | +26.0% |
| 6M | +96.4% | -19.0% | +115.4% | +109.6% |
| YTD | +19.6% | +7.9% | +11.6% | +8.1% |
| 1Y | +42.1% | +9.9% | +32.2% | +27.1% |
| 3Y | +87.5% | +342.1% | -254.6% | -18.8% |
| 5Y | -73.1% | +600.8% | -673.9% | -90.3% |
| All | -22.7% | +1,125.9% | -1,148.6% | -69.8% |
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