-68.9%
XYZ vs HWM
+743.6%
-812.5%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.4% |
| 7D | -1.0% | -2.1% | +1.1% | -0.1% |
| 30D | -1.7% | -11.0% | +9.3% | +5.2% |
| 3M | +16.7% | +4.0% | +12.7% | +11.9% |
| 6M | +26.9% | -0.2% | +27.1% | +23.4% |
| YTD | +27.1% | +26.7% | +0.5% | +2.7% |
| 1Y | +9.3% | +44.7% | -35.5% | -20.6% |
| 3Y | +42.3% | +426.1% | -383.8% | -68.2% |
| All | -68.9% | +743.6% | -812.5% | -95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling