+109.7%
HAL vs TW
+22.4%
+87.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.3% |
| 7D | +0.5% | -3.5% | +3.9% | +0.9% |
| 30D | +15.9% | +0.5% | +15.4% | +15.8% |
| 3M | -8.7% | +4.9% | -13.7% | -9.6% |
| 6M | +9.0% | -17.1% | +26.1% | +11.8% |
| YTD | +32.0% | -3.9% | +35.9% | +32.1% |
| 1Y | +72.5% | -13.3% | +85.7% | +75.3% |
| 3Y | -4.5% | +20.9% | -25.5% | -9.4% |
| 5Y | +109.7% | +20.5% | +89.2% | +84.4% |
| All | +109.7% | +22.4% | +87.2% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling