-68.4%
U vs HWM
+522.0%
-590.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | +4.2% |
| 7D | +36.6% | +3.3% | +33.3% | +33.0% |
| 30D | +13.3% | -7.6% | +20.9% | +16.8% |
| 3M | +26.2% | -28.9% | +55.1% | +49.5% |
| 6M | +88.7% | -19.7% | +108.4% | +104.4% |
| YTD | +16.6% | +0.5% | +16.0% | +4.4% |
| 1Y | +29.0% | +0.3% | +28.7% | +15.6% |
| 3Y | +99.5% | +325.8% | -226.3% | -50.2% |
| All | -68.4% | +522.0% | -590.4% | -94.7% |
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