-24.7%
U vs HWM
+1,042.5%
-1,067.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +4.5% |
| 7D | +36.6% | +3.4% | +33.2% | +33.8% |
| 30D | +13.3% | -7.5% | +20.9% | +16.0% |
| 3M | +26.2% | -28.9% | +55.0% | +43.4% |
| 6M | +88.7% | -19.6% | +108.4% | +100.9% |
| YTD | +16.6% | +0.6% | +16.0% | +8.6% |
| 1Y | +29.0% | +0.3% | +28.6% | +20.3% |
| 3Y | +99.5% | +326.1% | -226.6% | -12.5% |
| 5Y | -66.1% | +525.2% | -591.3% | -87.3% |
| All | -24.7% | +1,042.5% | -1,067.2% | -69.7% |
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 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