+1,077.0%
TER vs HWM
+1,554.5%
-477.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.3% | +6.0% | +7.3% |
| 7D | +5.9% | +5.0% | +0.9% | +4.2% |
| 30D | -30.8% | +1.5% | -32.3% | -31.2% |
| 3M | -29.9% | -20.3% | -9.6% | -22.9% |
| 6M | -27.5% | -18.0% | -9.4% | -21.1% |
| YTD | +37.5% | +9.5% | +28.0% | +32.1% |
| 1Y | +50.3% | +7.5% | +42.8% | +45.6% |
| 3Y | +204.9% | +355.7% | -150.8% | +56.0% |
| 5Y | +89.2% | +610.2% | -521.0% | -18.7% |
| 10Y | +1,077.0% | +1,516.8% | -439.8% | +257.9% |
| All | +1,077.0% | +1,554.5% | -477.5% | +257.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling