+77.6%
V vs HWM
+330.6%
-253.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.3% |
| 7D | +2.2% | +3.3% | -1.1% | +1.6% |
| 30D | +13.6% | -7.6% | +21.2% | +14.5% |
| 3M | +14.3% | -28.9% | +43.2% | +19.5% |
| 6M | +33.1% | -19.7% | +52.8% | +36.1% |
| YTD | +21.2% | +0.5% | +20.7% | +18.2% |
| 1Y | +26.4% | +0.3% | +26.2% | +23.2% |
| 3Y | +77.6% | +325.8% | -248.3% | +33.9% |
| All | +77.6% | +330.6% | -253.0% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling