+36.9%
HAL vs TW
+206.7%
-169.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -3.3% | -4.5% | +1.2% | -1.9% |
| 30D | +8.2% | -2.3% | +10.4% | +8.8% |
| 3M | -9.4% | +2.6% | -12.0% | -10.9% |
| 6M | +0.6% | -17.5% | +18.2% | +6.4% |
| YTD | +28.6% | -5.3% | +33.9% | +28.8% |
| 1Y | +63.9% | -14.8% | +78.7% | +70.2% |
| 3Y | -7.1% | +18.8% | -26.0% | -18.8% |
| 5Y | +102.3% | +20.7% | +81.6% | +69.0% |
| All | +36.9% | +206.7% | -169.8% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling