-14.3%
TEAM vs HWM
+348.7%
-363.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.4% |
| 7D | -2.4% | +7.3% | -9.7% | -3.0% |
| 30D | -26.7% | +1.6% | -28.3% | -26.8% |
| 3M | -9.6% | -21.9% | +12.2% | -7.1% |
| 6M | +86.0% | -19.0% | +105.1% | +89.2% |
| YTD | -7.5% | +7.9% | -15.4% | -15.2% |
| 1Y | -1.4% | +9.9% | -11.3% | -10.4% |
| 3Y | -14.3% | +342.1% | -356.4% | -47.5% |
| All | -14.3% | +348.7% | -363.0% | -47.5% |
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