+452.0%
TEAM vs HWM
+1,503.5%
-1,051.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -16.9% | +11.1% | -28.0% | -18.7% |
| 30D | -26.8% | +3.0% | -29.8% | -27.5% |
| 3M | -1.9% | -20.7% | +18.8% | +2.0% |
| 6M | +79.2% | -17.2% | +96.4% | +83.4% |
| YTD | -6.1% | +9.1% | -15.1% | -11.1% |
| 1Y | -2.1% | +9.0% | -11.1% | -7.4% |
| 3Y | -13.6% | +353.8% | -367.5% | -42.0% |
| 5Y | -65.8% | +608.0% | -673.8% | -78.9% |
| All | +452.0% | +1,503.5% | -1,051.6% | +183.9% |
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 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