+393.1%
V vs HWM
+1,494.1%
-1,101.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.0% |
| 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% | -1.2% |
| 1Y | +7.7% | +44.7% | -37.0% | -5.2% |
| 3Y | +54.7% | +426.1% | -371.4% | -10.5% |
| 5Y | +73.0% | +738.5% | -665.5% | -14.1% |
| All | +393.1% | +1,494.1% | -1,101.0% | +85.5% |
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