-69.4%
U vs HWM
+743.6%
-813.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -3.8% | -2.1% | -1.7% | -2.9% |
| 30D | +17.5% | -11.0% | +28.4% | +24.9% |
| 3M | +38.7% | +4.0% | +34.7% | +33.3% |
| 6M | +104.4% | -0.2% | +104.6% | +98.7% |
| YTD | -5.7% | +26.7% | -32.3% | -23.4% |
| 1Y | +3.7% | +44.7% | -41.0% | -23.5% |
| 3Y | +12.3% | +426.1% | -413.8% | -71.6% |
| All | -69.4% | +743.6% | -813.0% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling