+267.8%
HBM vs TW
+206.7%
+61.0%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -3.3% | -4.5% | +1.2% | -1.6% |
| 30D | -4.8% | -2.3% | -2.6% | -4.2% |
| 3M | -0.4% | +2.6% | -3.0% | -2.7% |
| 6M | +17.9% | -17.5% | +35.4% | +25.0% |
| YTD | +33.7% | -5.3% | +39.0% | +31.4% |
| 1Y | +95.6% | -14.8% | +110.4% | +102.0% |
| 3Y | +458.1% | +18.8% | +439.3% | +363.2% |
| 5Y | +329.0% | +20.7% | +308.3% | +241.4% |
| All | +267.8% | +206.7% | +61.0% | +109.6% |
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