+20.5%
XYZ vs HWM
+0.1%
+20.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | +1.5% |
| 7D | +12.1% | +3.3% | +8.8% | +11.1% |
| 30D | +12.4% | -7.6% | +20.0% | +13.1% |
| 3M | +8.2% | -28.9% | +37.1% | +13.5% |
| 6M | +20.7% | -19.7% | +40.3% | +23.5% |
| YTD | +31.3% | +0.5% | +30.8% | +25.3% |
| 1Y | +20.5% | +0.3% | +20.3% | +16.7% |
| All | +20.5% | +0.1% | +20.5% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling