+88.7%
U vs HWM
-17.8%
+106.5%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +5.7% |
| 7D | +36.6% | +3.4% | +33.2% | +35.8% |
| 30D | +13.3% | -7.5% | +20.9% | +12.9% |
| 3M | +26.2% | -28.9% | +55.0% | +24.8% |
| 6M | +88.7% | -19.6% | +108.4% | +85.4% |
| All | +88.7% | -17.8% | +106.5% | +85.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling