+19.2%
U vs HWM
+3.8%
+15.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | +0.2% |
| 7D | +32.3% | +1.6% | +30.7% | +32.3% |
| 30D | +9.7% | -3.9% | +13.6% | +9.5% |
| 3M | +19.6% | -23.2% | +42.8% | +18.3% |
| 6M | +82.6% | -20.0% | +102.6% | +79.9% |
| YTD | +16.4% | +5.7% | +10.7% | +7.8% |
| All | +19.2% | +3.8% | +15.5% | +15.5% |
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 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