+783.5%
HL vs TW
+211.4%
+572.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.9% | -0.1% |
| 7D | +7.1% | -3.5% | +10.5% | +8.2% |
| 30D | +21.4% | +0.5% | +20.9% | +20.9% |
| 3M | +37.4% | +4.9% | +32.5% | +33.1% |
| 6M | +0.4% | -17.1% | +17.5% | +5.7% |
| YTD | +6.7% | -3.9% | +10.5% | +4.7% |
| 1Y | +102.4% | -13.3% | +115.6% | +107.3% |
| 3Y | +417.4% | +20.9% | +396.5% | +349.6% |
| 5Y | +243.3% | +20.5% | +222.8% | +187.8% |
| All | +783.5% | +211.4% | +572.1% | +458.3% |
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 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