-25.8%
TE vs HWM
+5.4%
-31.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.3% | +0.8% | -1.5% |
| 7D | +3.8% | +9.4% | -5.6% | -0.1% |
| 30D | -26.2% | -7.0% | -19.2% | -23.4% |
| 3M | -49.7% | -25.9% | -23.9% | -41.3% |
| 6M | -46.5% | -10.8% | -35.6% | -43.1% |
| YTD | -59.1% | +4.3% | -63.5% | -65.4% |
| 1Y | -25.8% | +4.4% | -30.2% | -30.4% |
| All | -25.8% | +5.4% | -31.2% | -30.4% |
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 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