+153.1%
TE vs HWM
+30.4%
+122.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.4% | -3.1% |
| 7D | +15.0% | -8.0% | +23.0% | +17.2% |
| 30D | -7.5% | -18.0% | +10.5% | -0.5% |
| 3M | -42.0% | -9.5% | -32.5% | -39.2% |
| 6M | -31.4% | -8.4% | -23.0% | -27.9% |
| YTD | -26.5% | +13.6% | -40.1% | -27.8% |
| 1Y | +153.1% | +30.2% | +122.9% | +213.4% |
| All | +153.1% | +30.4% | +122.7% | +213.4% |
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