-41.3%
TE vs HWM
+655.8%
-697.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -10.7% | +20.7% | +17.5% |
| 7D | +18.2% | -9.2% | +27.4% | +24.8% |
| 30D | -13.5% | -17.9% | +4.4% | -2.0% |
| 3M | -44.6% | -6.0% | -38.5% | -42.7% |
| 6M | -24.7% | -7.4% | -17.4% | -22.7% |
| YTD | -24.3% | +13.1% | -37.4% | -33.8% |
| 1Y | +155.6% | +29.3% | +126.3% | +99.2% |
| 3Y | -18.3% | +389.9% | -408.2% | -78.0% |
| 5Y | -41.3% | +655.5% | -696.8% | -87.9% |
| All | -41.3% | +655.8% | -697.1% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling