+71.7%
TER vs HWM
+591.3%
-519.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -4.7% |
| 7D | +14.4% | +7.3% | +7.1% | +9.6% |
| 30D | -30.6% | +1.6% | -32.2% | -31.2% |
| 3M | -39.2% | -21.9% | -17.3% | -29.4% |
| 6M | -31.3% | -19.0% | -12.2% | -22.1% |
| YTD | +29.1% | +7.9% | +21.1% | +21.7% |
| 1Y | +47.4% | +9.9% | +37.5% | +37.3% |
| 3Y | +191.2% | +342.1% | -150.9% | -0.1% |
| All | +71.7% | +591.3% | -519.6% | -59.6% |
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