+458.1%
HBM vs TW
+19.1%
+439.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | -3.3% | -4.5% | +1.2% | -3.4% |
| 30D | -4.8% | -2.3% | -2.6% | -4.9% |
| 3M | -0.4% | +2.6% | -3.0% | -0.5% |
| 6M | +17.9% | -17.5% | +35.4% | +20.3% |
| YTD | +33.7% | -5.3% | +39.0% | +33.5% |
| 1Y | +95.6% | -14.8% | +110.4% | +99.5% |
| 3Y | +458.1% | +18.8% | +439.3% | +468.0% |
| All | +458.1% | +19.1% | +439.1% | +468.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling