-6.0%
U vs HWM
+30.1%
-36.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -10.7% | +13.3% | +2.9% |
| 7D | +4.5% | -9.2% | +13.6% | +4.7% |
| 30D | -0.6% | -17.9% | +17.3% | +0.1% |
| 3M | +48.4% | -6.0% | +54.5% | +47.4% |
| 6M | +115.4% | -7.4% | +122.7% | +113.9% |
| YTD | -3.2% | +13.1% | -16.3% | -13.0% |
| 1Y | -6.0% | +29.3% | -35.3% | -17.2% |
| All | -6.0% | +30.1% | -36.2% | -17.2% |
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