-50.3%
TEAM vs HWM
+743.6%
-793.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -2.5% |
| 7D | -0.4% | -2.1% | +1.7% | +0.1% |
| 30D | +67.3% | -11.0% | +78.3% | +73.0% |
| 3M | +86.8% | +4.0% | +82.7% | +80.4% |
| 6M | +146.8% | -0.2% | +147.0% | +138.5% |
| YTD | +16.9% | +26.7% | -9.7% | -1.3% |
| 1Y | +12.8% | +44.7% | -31.9% | -11.9% |
| 3Y | -7.3% | +426.1% | -433.4% | -68.4% |
| All | -50.3% | +743.6% | -793.9% | -87.6% |
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