+86.5%
HD vs TW
+211.2%
-124.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -1.0% | -1.0% |
| 7D | -1.8% | -0.5% | -1.3% | -1.7% |
| 30D | -10.8% | -0.6% | -10.2% | -10.8% |
| 3M | -2.7% | +3.4% | -6.1% | -4.1% |
| 6M | -10.3% | -18.4% | +8.2% | -5.9% |
| YTD | -7.8% | -3.9% | -3.9% | -8.2% |
| 1Y | -23.1% | -13.3% | -9.8% | -21.2% |
| 3Y | +2.0% | +20.8% | -18.8% | -9.6% |
| 5Y | +6.2% | +20.3% | -14.1% | -7.9% |
| All | +86.5% | +211.2% | -124.7% | +19.4% |
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