+83.9%
TER vs HWM
+606.1%
-522.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +24.0% | +11.1% | +12.8% | +16.2% |
| 30D | -30.6% | +3.0% | -33.6% | -31.9% |
| 3M | -34.5% | -20.7% | -13.8% | -24.7% |
| 6M | -26.4% | -17.2% | -9.2% | -17.8% |
| YTD | +36.4% | +9.1% | +27.4% | +27.7% |
| 1Y | +47.4% | +9.0% | +38.4% | +38.0% |
| 3Y | +202.6% | +353.8% | -151.3% | +1.9% |
| 5Y | +83.9% | +608.0% | -524.2% | -57.1% |
| All | +83.9% | +606.1% | -522.2% | -57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling