+620.4%
XYZ vs HWM
+1,517.9%
-897.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.9% |
| 7D | +12.6% | -1.8% | +14.4% | +13.1% |
| 30D | +10.8% | -2.7% | +13.5% | +11.1% |
| 3M | +8.4% | -22.7% | +31.1% | +19.6% |
| 6M | +14.3% | -18.9% | +33.3% | +22.8% |
| YTD | +31.5% | +7.1% | +24.4% | +22.1% |
| 1Y | +28.1% | +4.7% | +23.4% | +20.3% |
| 3Y | +66.2% | +345.6% | -279.4% | -22.5% |
| 5Y | -62.3% | +588.3% | -650.6% | -85.1% |
| All | +620.4% | +1,517.9% | -897.5% | +98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling