+257.8%
HLT vs TW
+206.7%
+51.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -1.6% | -4.5% | +2.9% | -0.5% |
| 30D | -5.0% | -2.3% | -2.8% | -4.6% |
| 3M | -10.4% | +2.6% | -13.0% | -11.4% |
| 6M | +3.2% | -17.5% | +20.8% | +7.5% |
| YTD | +6.7% | -5.3% | +12.1% | +6.7% |
| 1Y | +10.3% | -14.8% | +25.0% | +13.4% |
| 3Y | +99.3% | +18.8% | +80.5% | +82.9% |
| 5Y | +143.7% | +20.7% | +123.0% | +117.3% |
| All | +257.8% | +206.7% | +51.1% | +154.7% |
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