-76.7%
TE vs HWM
+864.2%
-940.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.1% | -8.0% | -4.7% |
| 7D | -10.5% | +1.6% | -12.1% | -10.7% |
| 30D | -32.4% | -3.9% | -28.5% | -31.5% |
| 3M | -60.9% | -23.2% | -37.6% | -57.5% |
| 6M | -62.8% | -20.0% | -42.8% | -60.0% |
| YTD | -65.7% | +5.7% | -71.4% | -66.6% |
| 1Y | -39.9% | +4.9% | -44.8% | -41.3% |
| 3Y | +10.6% | +347.0% | -336.4% | -26.5% |
| 5Y | -79.7% | +563.0% | -642.7% | -87.2% |
| All | -76.7% | +864.2% | -940.8% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling