+621.5%
XYZ vs HWM
+1,554.5%
-932.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | -0.8% |
| 7D | -2.2% | +5.0% | -7.1% | -4.3% |
| 30D | +11.6% | +1.5% | +10.1% | +9.8% |
| 3M | +8.4% | -20.3% | +28.7% | +18.0% |
| 6M | +17.2% | -18.0% | +35.2% | +25.2% |
| YTD | +31.7% | +9.5% | +22.2% | +21.1% |
| 1Y | +30.1% | +7.5% | +22.6% | +20.7% |
| 3Y | +66.4% | +355.7% | -289.2% | -23.1% |
| 5Y | -62.2% | +610.2% | -672.4% | -85.2% |
| 10Y | +621.5% | +1,516.8% | -895.2% | +97.1% |
| All | +621.5% | +1,554.5% | -932.9% | +97.1% |
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