+60.9%
HAS vs TW
+19.2%
+41.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.6% |
| 7D | +3.3% | +3.1% | +0.2% | +3.0% |
| 30D | +30.5% | +16.7% | +13.8% | +28.9% |
| 3M | +29.9% | +25.2% | +4.7% | +27.9% |
| 6M | +26.5% | +19.5% | +7.1% | +26.0% |
| YTD | +51.9% | +21.0% | +30.9% | +53.1% |
| 1Y | +60.9% | +19.0% | +41.9% | +62.7% |
| All | +60.9% | +19.2% | +41.7% | +62.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling