-39.0%
U vs HWM
+1,338.3%
-1,377.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -3.8% | -2.1% | -1.7% | -3.1% |
| 30D | +17.5% | -11.0% | +28.4% | +23.2% |
| 3M | +38.7% | +4.0% | +34.7% | +34.8% |
| 6M | +104.4% | -0.2% | +104.6% | +100.4% |
| YTD | -5.7% | +26.7% | -32.3% | -19.1% |
| 1Y | +3.7% | +44.7% | -41.0% | -17.0% |
| 3Y | +12.3% | +426.1% | -413.8% | -54.3% |
| 5Y | -68.8% | +738.5% | -807.3% | -89.3% |
| All | -39.0% | +1,338.3% | -1,377.4% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling