+54.6%
TER vs HWM
+522.0%
-467.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.1% | +1.0% |
| 7D | -20.5% | +3.3% | -23.8% | -21.9% |
| 30D | -47.0% | -7.6% | -39.4% | -44.3% |
| 3M | -43.3% | -28.9% | -14.4% | -30.3% |
| 6M | -42.9% | -19.7% | -23.2% | -35.7% |
| YTD | +12.9% | +0.5% | +12.3% | +11.0% |
| 1Y | +18.2% | +0.3% | +17.9% | +16.4% |
| 3Y | +151.8% | +325.8% | -174.1% | -12.2% |
| All | +54.6% | +522.0% | -467.4% | -61.9% |
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