-78.3%
TE vs HWM
+898.8%
-977.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.1% |
| 7D | -22.0% | +5.0% | -26.9% | -23.1% |
| 30D | -33.6% | +1.5% | -35.2% | -34.0% |
| 3M | -61.1% | -20.3% | -40.7% | -58.3% |
| 6M | -64.7% | -18.0% | -46.7% | -62.4% |
| YTD | -68.1% | +9.5% | -77.6% | -69.3% |
| 1Y | -51.7% | +7.5% | -59.2% | -53.2% |
| 3Y | +42.0% | +355.7% | -313.7% | -6.4% |
| 5Y | -80.8% | +610.2% | -691.0% | -88.1% |
| All | -78.3% | +898.8% | -977.1% | -86.6% |
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