+455.4%
V vs HWM
+1,517.9%
-1,062.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | 0.0% |
| 7D | +0.8% | -1.8% | +2.6% | +1.1% |
| 30D | +9.9% | -2.7% | +12.6% | +10.2% |
| 3M | +17.5% | -22.7% | +40.2% | +25.0% |
| 6M | +33.5% | -18.9% | +52.4% | +39.4% |
| YTD | +21.6% | +7.1% | +14.5% | +16.0% |
| 1Y | +27.6% | +4.7% | +22.9% | +22.5% |
| 3Y | +76.4% | +345.6% | -269.2% | +5.8% |
| 5Y | +103.8% | +588.3% | -484.4% | +5.7% |
| All | +455.4% | +1,517.9% | -1,062.5% | +107.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling