-27.6%
TE vs HWM
+440.4%
-468.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.7% |
| 7D | -4.0% | -2.1% | -1.9% | -2.6% |
| 30D | -15.9% | -11.0% | -4.9% | -8.9% |
| 3M | -60.5% | +4.0% | -64.6% | -61.4% |
| 6M | -35.2% | -0.2% | -35.0% | -35.6% |
| YTD | -31.1% | +26.7% | -57.8% | -43.4% |
| 1Y | +148.6% | +44.7% | +103.9% | +82.2% |
| All | -27.6% | +440.4% | -468.0% | -79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling