+108.3%
V vs HWM
+591.3%
-483.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +0.9% | +7.3% | -6.4% | -0.8% |
| 30D | +9.0% | +1.6% | +7.4% | +8.1% |
| 3M | +16.7% | -21.9% | +38.6% | +23.3% |
| 6M | +33.4% | -19.0% | +52.5% | +39.1% |
| YTD | +22.4% | +7.9% | +14.4% | +15.9% |
| 1Y | +27.7% | +9.9% | +17.7% | +20.1% |
| 3Y | +78.0% | +342.1% | -264.2% | -4.2% |
| All | +108.3% | +591.3% | -483.0% | -11.0% |
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