+455.7%
V vs HWM
+1,165.4%
-709.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.6% |
| 7D | +2.2% | +3.3% | -1.1% | +1.1% |
| 30D | +13.6% | -7.6% | +21.2% | +15.5% |
| 3M | +14.3% | -28.9% | +43.2% | +24.4% |
| 6M | +33.1% | -19.7% | +52.8% | +39.2% |
| YTD | +21.2% | +0.5% | +20.7% | +17.8% |
| 1Y | +26.4% | +0.3% | +26.2% | +22.8% |
| 3Y | +77.6% | +325.8% | -248.3% | +8.2% |
| 5Y | +102.6% | +524.7% | -422.1% | +8.4% |
| 10Y | +464.4% | +1,491.8% | -1,027.4% | +125.1% |
| All | +455.7% | +1,165.4% | -709.7% | +121.2% |
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 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