+599.5%
XYZ vs HWM
+1,472.2%
-872.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +0.6% |
| 7D | +12.1% | +3.3% | +8.8% | +9.9% |
| 30D | +12.4% | -7.6% | +20.0% | +15.3% |
| 3M | +8.2% | -28.9% | +37.1% | +23.8% |
| 6M | +20.7% | -19.7% | +40.3% | +29.7% |
| YTD | +31.3% | +0.5% | +30.8% | +25.5% |
| 1Y | +20.5% | +0.3% | +20.3% | +15.3% |
| 3Y | +72.6% | +325.8% | -253.2% | -17.6% |
| 5Y | -64.0% | +524.7% | -588.7% | -85.1% |
| All | +599.5% | +1,472.2% | -872.7% | +114.8% |
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