+49.8%
HBM vs TW
+20.8%
+29.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +4.1% |
| 7D | -5.8% | +6.0% | -11.8% | -3.1% |
| 30D | -18.5% | +18.6% | -37.0% | -11.8% |
| 3M | -10.3% | +26.5% | -36.8% | +0.2% |
| 6M | +2.1% | +13.1% | -11.0% | +11.1% |
| YTD | +12.0% | +18.5% | -6.5% | +29.4% |
| 1Y | +49.8% | +21.7% | +28.0% | +71.2% |
| All | +49.8% | +20.8% | +29.0% | +71.2% |
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 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