+18.2%
TER vs HWM
+0.1%
+18.0%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +0.8% |
| 7D | -20.5% | +3.4% | -23.8% | -21.8% |
| 30D | -47.0% | -7.5% | -39.5% | -43.6% |
| 3M | -43.3% | -28.9% | -14.4% | -26.8% |
| 6M | -42.9% | -19.6% | -23.3% | -35.1% |
| YTD | +12.9% | +0.6% | +12.3% | +1.9% |
| 1Y | +18.2% | +0.3% | +17.8% | +7.8% |
| All | +18.2% | +0.1% | +18.0% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling