+467.0%
TEAM vs HWM
+1,636.6%
-1,169.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.1% | -4.3% | -0.2% |
| 7D | -17.2% | +1.6% | -18.8% | -17.6% |
| 30D | -25.1% | -3.9% | -21.2% | -24.8% |
| 3M | +3.9% | -23.2% | +27.1% | +8.8% |
| 6M | +69.1% | -20.0% | +89.1% | +74.2% |
| YTD | -4.5% | +5.7% | -10.2% | -9.1% |
| 1Y | -1.9% | +4.9% | -6.7% | -6.5% |
| 3Y | -9.3% | +347.0% | -356.3% | -38.9% |
| 5Y | -65.2% | +563.0% | -628.2% | -78.2% |
| 10Y | +467.0% | +1,579.2% | -1,112.2% | +196.2% |
| All | +467.0% | +1,636.6% | -1,169.6% | +196.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling