+41.6%
HAS vs TW
+221.1%
-179.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -1.8% | -2.3% | +0.5% | -1.3% |
| 30D | +2.3% | +3.9% | -1.7% | +1.3% |
| 3M | +10.4% | +5.7% | +4.7% | +8.4% |
| 6M | -3.2% | -14.5% | +11.3% | -0.2% |
| YTD | +15.4% | -0.9% | +16.3% | +14.5% |
| 1Y | +18.8% | -13.5% | +32.3% | +21.8% |
| 3Y | +43.9% | +25.0% | +19.0% | +30.6% |
| 5Y | +13.9% | +22.7% | -8.8% | +1.6% |
| All | +41.6% | +221.1% | -179.5% | +6.6% |
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