+638.0%
XYZ vs HWM
+1,636.6%
-998.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.1% | -1.5% | +1.4% |
| 7D | +14.9% | +1.6% | +13.3% | +13.6% |
| 30D | +14.7% | -3.9% | +18.6% | +15.6% |
| 3M | +12.1% | -23.2% | +35.3% | +24.0% |
| 6M | +18.3% | -20.0% | +38.3% | +27.8% |
| YTD | +36.1% | +5.7% | +30.4% | +27.2% |
| 1Y | +35.3% | +4.9% | +30.4% | +27.0% |
| 3Y | +73.5% | +347.0% | -273.5% | -18.9% |
| 5Y | -61.6% | +563.0% | -624.6% | -84.5% |
| 10Y | +638.0% | +1,579.2% | -941.2% | +115.4% |
| All | +638.0% | +1,636.6% | -998.6% | +115.4% |
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