+85.8%
HAS vs TW
+298.0%
-212.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | +1.6% | +3.2% | -1.6% | +0.9% |
| 30D | +26.6% | +19.7% | +6.9% | +21.5% |
| 3M | +29.0% | +26.8% | +2.1% | +22.1% |
| 6M | +30.6% | +20.9% | +9.7% | +24.5% |
| YTD | +51.5% | +22.9% | +28.6% | +43.1% |
| 1Y | +58.5% | +20.4% | +38.1% | +50.4% |
| 3Y | +214.1% | +42.9% | +171.2% | +178.3% |
| 5Y | +50.2% | +40.2% | +10.0% | +30.6% |
| All | +85.8% | +298.0% | -212.2% | +33.2% |
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