+465.2%
TEAM vs HWM
+1,166.3%
-701.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +2.5% | -18.7% | -16.6% |
| 7D | -19.8% | +3.4% | -23.2% | -20.5% |
| 30D | -21.5% | -7.5% | -14.0% | -20.6% |
| 3M | +39.5% | -28.9% | +68.4% | +48.0% |
| 6M | +73.1% | -19.6% | +92.7% | +77.9% |
| YTD | -5.2% | +0.6% | -5.8% | -8.9% |
| 1Y | -1.6% | +0.3% | -1.9% | -5.4% |
| 3Y | -11.4% | +326.1% | -337.6% | -39.7% |
| 5Y | -65.1% | +525.2% | -590.3% | -77.9% |
| 10Y | +471.3% | +1,492.9% | -1,021.6% | +207.3% |
| All | +465.2% | +1,166.3% | -701.1% | +203.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling