+86.4%
HAS vs TW
+291.9%
-205.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.5% |
| 7D | +3.3% | +3.1% | +0.2% | +2.5% |
| 30D | +30.5% | +16.7% | +13.8% | +26.0% |
| 3M | +29.9% | +25.2% | +4.7% | +23.3% |
| 6M | +26.5% | +19.5% | +7.1% | +21.0% |
| YTD | +51.9% | +21.0% | +30.9% | +44.0% |
| 1Y | +60.9% | +19.0% | +41.9% | +53.1% |
| 3Y | +215.0% | +40.7% | +174.3% | +180.1% |
| 5Y | +51.5% | +40.1% | +11.4% | +31.6% |
| All | +86.4% | +291.9% | -205.6% | +34.1% |
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