-53.2%
TE vs HWM
+1,055.2%
-1,108.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | -4.0% | -2.1% | -1.9% | -3.3% |
| 30D | -15.9% | -11.0% | -4.9% | -12.6% |
| 3M | -60.5% | +4.0% | -64.6% | -60.9% |
| 6M | -35.2% | -0.2% | -35.0% | -35.2% |
| YTD | -31.1% | +26.7% | -57.8% | -36.5% |
| 1Y | +148.6% | +44.7% | +103.9% | +119.0% |
| 3Y | -26.4% | +426.1% | -452.5% | -53.5% |
| 5Y | -48.0% | +738.5% | -786.5% | -69.1% |
| All | -53.2% | +1,055.2% | -1,108.4% | -72.2% |
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