+1,001.8%
TER vs HWM
+1,636.6%
-634.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +5.1% | +7.7% | +10.4% |
| 7D | -5.8% | +1.6% | -7.3% | -5.9% |
| 30D | -38.9% | -3.9% | -35.0% | -37.7% |
| 3M | -35.1% | -23.2% | -11.9% | -27.4% |
| 6M | -31.6% | -20.0% | -11.6% | -24.8% |
| YTD | +27.2% | +5.7% | +21.5% | +24.2% |
| 1Y | +35.2% | +4.9% | +30.4% | +32.5% |
| 3Y | +192.8% | +347.0% | -154.2% | +51.4% |
| 5Y | +72.4% | +563.0% | -490.6% | -23.6% |
| 10Y | +1,001.8% | +1,579.2% | -577.3% | +239.1% |
| All | +1,001.8% | +1,636.6% | -634.8% | +239.1% |
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