-10.9%
HAL vs TW
+41.9%
-52.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.1% |
| 7D | -6.5% | +3.1% | -9.6% | -6.7% |
| 30D | -2.1% | +16.7% | -18.8% | -3.3% |
| 3M | -4.9% | +25.2% | -30.0% | -6.5% |
| 6M | -19.3% | +19.5% | -38.8% | -20.4% |
| YTD | +14.3% | +21.0% | -6.7% | +12.6% |
| 1Y | +17.3% | +19.0% | -1.7% | +15.7% |
| 3Y | -10.9% | +40.7% | -51.6% | -8.0% |
| All | -10.9% | +41.9% | -52.8% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling