+53.6%
HST vs TW
+221.1%
-167.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -1.0% | -2.3% | +1.3% | -0.6% |
| 30D | -12.3% | +3.9% | -16.2% | -13.1% |
| 3M | -6.4% | +5.7% | -12.1% | -7.9% |
| 6M | +15.0% | -14.5% | +29.5% | +18.4% |
| YTD | +30.5% | -0.9% | +31.4% | +29.2% |
| 1Y | +35.7% | -13.5% | +49.2% | +38.8% |
| 3Y | +68.4% | +25.0% | +43.4% | +52.0% |
| 5Y | +73.1% | +22.7% | +50.4% | +53.3% |
| All | +53.6% | +221.1% | -167.5% | +4.9% |
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