+92.9%
HD vs TW
+221.1%
-128.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | -2.1% | -2.3% | +0.3% | -1.5% |
| 30D | -8.4% | +3.9% | -12.3% | -9.4% |
| 3M | +4.3% | +5.7% | -1.4% | +2.3% |
| 6M | -11.1% | -14.5% | +3.4% | -8.0% |
| YTD | -4.7% | -0.9% | -3.8% | -5.9% |
| 1Y | -19.8% | -13.5% | -6.3% | -17.7% |
| 3Y | +4.1% | +25.0% | -20.9% | -8.6% |
| 5Y | +10.3% | +22.7% | -12.4% | -4.7% |
| All | +92.9% | +221.1% | -128.2% | +22.5% |
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