-45.3%
TE vs HWM
+7.5%
-52.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.6% |
| 7D | -19.1% | +7.3% | -26.4% | -21.7% |
| 30D | -34.1% | +1.6% | -35.7% | -34.3% |
| 3M | -60.1% | -21.9% | -38.3% | -55.4% |
| 6M | -66.0% | -19.0% | -46.9% | -62.6% |
| YTD | -71.4% | +7.9% | -79.4% | -73.8% |
| 1Y | -45.3% | +9.9% | -55.2% | -51.8% |
| All | -45.3% | +7.5% | -52.8% | -51.8% |
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 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