+647.6%
XYZ vs HWM
+1,494.1%
-846.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.5% |
| 7D | -1.0% | -2.1% | +1.1% | -0.3% |
| 30D | -1.7% | -11.0% | +9.3% | +3.1% |
| 3M | +16.7% | +4.0% | +12.7% | +13.6% |
| 6M | +26.9% | -0.2% | +27.1% | +24.9% |
| YTD | +27.1% | +26.7% | +0.5% | +11.2% |
| 1Y | +9.3% | +44.7% | -35.5% | -10.4% |
| 3Y | +42.3% | +426.1% | -383.8% | -36.8% |
| 5Y | -69.3% | +738.5% | -807.8% | -88.6% |
| All | +647.6% | +1,494.1% | -846.5% | +118.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling