+228.7%
HL vs TW
+19.5%
+209.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -4.4% | -4.5% | +0.1% | -3.4% |
| 30D | +9.3% | -2.3% | +11.6% | +9.6% |
| 3M | +32.0% | +2.6% | +29.4% | +29.8% |
| 6M | -6.4% | -17.5% | +11.1% | -2.3% |
| YTD | +3.1% | -5.3% | +8.4% | +2.2% |
| 1Y | +77.6% | -14.8% | +92.3% | +82.6% |
| 3Y | +392.8% | +18.8% | +374.0% | +344.5% |
| All | +228.7% | +19.5% | +209.2% | +190.3% |
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