+622.3%
HWM vs TDY
+39.0%
+583.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | 0.0% |
| 7D | -11.4% | -1.1% | -10.3% | -10.8% |
| 30D | -18.5% | -12.0% | -6.4% | -11.7% |
| 3M | -13.2% | -3.2% | -10.0% | -11.6% |
| 6M | -8.7% | -7.9% | -0.8% | -4.3% |
| YTD | +12.2% | +18.2% | -6.1% | 0.0% |
| 1Y | +24.9% | +6.7% | +18.2% | +18.6% |
| 3Y | +383.9% | +47.5% | +336.4% | +270.7% |
| All | +622.3% | +39.0% | +583.3% | +444.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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