+548.8%
TEAM vs HWM
+1,323.5%
-774.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -10.7% | +3.8% | -4.8% |
| 7D | -5.7% | -9.2% | +3.5% | -3.8% |
| 30D | +18.3% | -17.9% | +36.2% | +22.8% |
| 3M | +80.2% | -6.0% | +86.3% | +80.8% |
| 6M | +111.0% | -7.4% | +118.3% | +110.4% |
| YTD | +8.8% | +13.1% | -4.3% | +2.7% |
| 1Y | +2.2% | +29.3% | -27.2% | -6.9% |
| 3Y | -14.6% | +389.9% | -404.5% | -43.2% |
| 5Y | -53.8% | +655.5% | -709.3% | -71.6% |
| All | +548.8% | +1,323.5% | -774.7% | +242.4% |
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 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