+16.7%
U vs HWM
+5.1%
+11.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.0% |
| 7D | +24.4% | -1.8% | +26.1% | +24.5% |
| 30D | +7.4% | -2.7% | +10.1% | +7.2% |
| 3M | +16.8% | -22.7% | +39.5% | +15.6% |
| 6M | +78.8% | -18.9% | +97.7% | +76.2% |
| YTD | +14.0% | +7.1% | +6.9% | +5.7% |
| 1Y | +16.7% | +4.7% | +12.0% | +13.1% |
| All | +16.7% | +5.1% | +11.6% | +13.1% |
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 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