-11.4%
TEAM vs HWM
+330.6%
-342.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +2.4% | -18.6% | -16.4% |
| 7D | -19.8% | +3.3% | -23.1% | -20.1% |
| 30D | -21.5% | -7.6% | -13.9% | -20.8% |
| 3M | +39.5% | -28.9% | +68.4% | +44.7% |
| 6M | +73.1% | -19.7% | +92.7% | +74.8% |
| YTD | -5.2% | +0.5% | -5.8% | -12.5% |
| 1Y | -1.6% | +0.3% | -1.8% | -9.2% |
| 3Y | -11.4% | +325.8% | -337.3% | -43.5% |
| All | -11.4% | +330.6% | -342.1% | -43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling