+111.1%
HD vs TW
+294.9%
-183.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.1% |
| 7D | -1.2% | +2.8% | -4.0% | -1.9% |
| 30D | +20.9% | +18.1% | +2.8% | +15.8% |
| 3M | -0.2% | +25.2% | -25.4% | -6.0% |
| 6M | +14.5% | +19.1% | -4.6% | +8.6% |
| YTD | +4.3% | +21.9% | -17.6% | -2.5% |
| 1Y | -3.5% | +18.9% | -22.4% | -9.1% |
| 3Y | +30.1% | +41.7% | -11.6% | +11.4% |
| 5Y | +8.5% | +40.4% | -31.9% | -8.8% |
| All | +111.1% | +294.9% | -183.8% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling