-4.6%
HD vs TW
+20.8%
-25.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.0% | +5.5% | +6.5% |
| 7D | +11.9% | +6.0% | +5.9% | +12.0% |
| 30D | +26.4% | +18.6% | +7.9% | +26.9% |
| 3M | +2.8% | +26.5% | -23.7% | +3.6% |
| 6M | +15.5% | +13.1% | +2.3% | +15.5% |
| YTD | +5.5% | +18.5% | -13.0% | +5.8% |
| 1Y | -4.6% | +21.7% | -26.3% | -5.6% |
| All | -4.6% | +20.8% | -25.3% | -5.6% |
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 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