+202.8%
TER vs HWM
+743.6%
-540.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.8% |
| 7D | +0.6% | -2.1% | +2.7% | +1.5% |
| 30D | -8.3% | -11.0% | +2.7% | -1.6% |
| 3M | -12.2% | +4.0% | -16.3% | -15.0% |
| 6M | +17.1% | -0.2% | +17.3% | +16.7% |
| YTD | +84.7% | +26.7% | +58.0% | +59.0% |
| 1Y | +199.9% | +44.7% | +155.2% | +139.2% |
| 3Y | +232.8% | +426.1% | -193.3% | +8.9% |
| All | +202.8% | +743.6% | -540.8% | -28.0% |
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