+72.2%
V vs HWM
+743.6%
-671.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | -1.7% | -2.1% | +0.4% | -1.3% |
| 30D | +2.0% | -11.0% | +13.0% | +4.9% |
| 3M | +17.4% | +4.0% | +13.3% | +15.3% |
| 6M | +17.5% | -0.2% | +17.7% | +16.2% |
| YTD | +7.6% | +26.7% | -19.1% | -1.6% |
| 1Y | +7.7% | +44.7% | -37.0% | -6.1% |
| 3Y | +54.7% | +426.1% | -371.4% | -19.9% |
| All | +72.2% | +743.6% | -671.5% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling