-37.8%
HDB vs TW
+20.0%
-57.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -4.9% | -0.5% | -4.4% | -4.8% |
| 30D | -5.8% | -0.6% | -5.2% | -5.8% |
| 3M | -5.2% | +3.4% | -8.6% | -6.0% |
| 6M | -25.7% | -18.4% | -7.3% | -23.4% |
| YTD | -39.6% | -3.9% | -35.7% | -39.6% |
| 1Y | -36.9% | -13.3% | -23.6% | -35.8% |
| 3Y | -29.7% | +20.8% | -50.6% | -35.0% |
| 5Y | -37.8% | +20.3% | -58.0% | -41.8% |
| All | -37.8% | +20.0% | -57.8% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling