+50.3%
TER vs HWM
+7.8%
+42.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.3% | +6.0% | +6.6% |
| 7D | +5.9% | +5.0% | +0.9% | +3.0% |
| 30D | -30.8% | +1.5% | -32.3% | -31.0% |
| 3M | -29.9% | -20.3% | -9.6% | -17.0% |
| 6M | -27.5% | -18.0% | -9.4% | -16.3% |
| YTD | +37.5% | +9.5% | +28.0% | +17.2% |
| 1Y | +50.3% | +7.5% | +42.8% | +32.3% |
| All | +50.3% | +7.8% | +42.5% | +32.3% |
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