-1.8%
HDB vs TW
+301.3%
-303.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | +0.3% |
| 7D | +2.7% | +3.9% | -1.2% | +1.9% |
| 30D | +14.1% | +19.9% | -5.8% | +10.0% |
| 3M | +11.8% | +25.9% | -14.1% | +6.6% |
| 6M | +8.2% | +21.1% | -13.0% | +3.5% |
| YTD | -29.3% | +23.9% | -53.2% | -33.0% |
| 1Y | -28.8% | +21.2% | -50.0% | -32.2% |
| 3Y | -7.5% | +44.8% | -52.3% | -17.5% |
| 5Y | -23.1% | +41.4% | -64.5% | -32.3% |
| All | -1.8% | +301.3% | -303.2% | -32.0% |
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