+221.2%
HIG vs TW
+211.2%
+9.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.7% | +0.7% |
| 7D | -0.5% | -0.5% | 0.0% | -0.3% |
| 30D | -2.8% | -0.6% | -2.2% | -2.7% |
| 3M | +6.3% | +3.4% | +2.9% | +4.8% |
| 6M | -0.1% | -18.4% | +18.3% | +5.4% |
| YTD | +0.4% | -3.9% | +4.3% | +0.4% |
| 1Y | +6.2% | -13.3% | +19.6% | +9.4% |
| 3Y | +101.6% | +20.8% | +80.8% | +83.8% |
| 5Y | +119.8% | +20.3% | +99.6% | +96.5% |
| All | +221.2% | +211.2% | +9.9% | +92.4% |
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