+81.9%
HAS vs TW
+286.2%
-204.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -0.2% | +4.2% | -4.4% | -1.1% |
| 30D | +31.0% | +18.9% | +12.1% | +26.0% |
| 3M | +30.7% | +23.8% | +6.9% | +24.4% |
| 6M | +23.9% | +17.0% | +6.9% | +19.0% |
| YTD | +48.3% | +19.2% | +29.1% | +41.1% |
| 1Y | +60.2% | +20.1% | +40.1% | +52.0% |
| 3Y | +189.2% | +40.5% | +148.7% | +157.1% |
| 5Y | +50.4% | +38.0% | +12.4% | +31.1% |
| All | +81.9% | +286.2% | -204.3% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling