+7.9%
HD vs TW
+16.2%
-8.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -2.0% | -1.9% |
| 7D | +4.3% | +4.2% | +0.1% | +4.3% |
| 30D | +20.2% | +18.9% | +1.3% | +20.3% |
| 3M | -1.0% | +23.8% | -24.8% | -0.7% |
| 6M | +7.9% | +17.0% | -9.1% | +4.8% |
| All | +7.9% | +16.2% | -8.3% | +4.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling