-65.3%
TEAM vs HWM
+522.0%
-587.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +2.4% | -18.6% | -17.0% |
| 7D | -19.8% | +3.3% | -23.1% | -21.0% |
| 30D | -21.5% | -7.6% | -13.9% | -19.9% |
| 3M | +39.5% | -28.9% | +68.4% | +55.3% |
| 6M | +73.1% | -19.7% | +92.7% | +80.9% |
| YTD | -5.2% | +0.5% | -5.8% | -14.8% |
| 1Y | -1.6% | +0.3% | -1.8% | -11.7% |
| 3Y | -11.4% | +325.8% | -337.3% | -71.2% |
| All | -65.3% | +522.0% | -587.2% | -92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling