+133.9%
HL vs TW
-15.9%
+149.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.3% |
| 7D | +1.5% | -2.3% | +3.8% | +0.9% |
| 30D | +25.1% | +3.9% | +21.1% | +26.3% |
| 3M | +22.9% | +5.7% | +17.2% | +24.8% |
| 6M | -4.9% | -14.5% | +9.6% | -3.5% |
| YTD | +7.8% | -0.9% | +8.7% | +11.2% |
| 1Y | +133.9% | -13.5% | +147.4% | +146.5% |
| All | +133.9% | -15.9% | +149.8% | +146.5% |
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 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