+62.6%
XYZ vs HWM
+348.7%
-286.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.2% |
| 7D | -1.1% | +7.3% | -8.3% | -3.5% |
| 30D | +11.5% | +1.6% | +9.9% | +10.1% |
| 3M | +1.8% | -21.9% | +23.7% | +10.8% |
| 6M | +21.2% | -19.0% | +40.3% | +29.4% |
| YTD | +29.9% | +7.9% | +22.0% | +19.4% |
| 1Y | +35.8% | +9.9% | +25.8% | +23.6% |
| 3Y | +62.6% | +342.1% | -279.5% | -10.8% |
| All | +62.6% | +348.7% | -286.1% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling