-38.0%
HDB vs TW
-14.0%
-24.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -6.2% | -2.7% | -3.5% | -6.1% |
| 30D | -6.2% | -1.7% | -4.5% | -6.2% |
| 3M | -5.9% | +1.6% | -7.5% | -5.9% |
| 6M | -25.9% | -17.7% | -8.2% | -25.3% |
| YTD | -40.2% | -4.3% | -35.9% | -39.8% |
| 1Y | -38.0% | -13.1% | -24.9% | -37.6% |
| All | -38.0% | -14.0% | -24.0% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling