+1,497.0%
HWM vs TDY
+494.9%
+1,002.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.6% |
| 7D | +7.3% | +4.1% | +3.2% | +4.3% |
| 30D | +1.6% | +5.7% | -4.1% | -2.3% |
| 3M | -21.9% | -4.4% | -17.4% | -19.1% |
| 6M | -19.0% | +1.2% | -20.3% | -20.0% |
| YTD | +7.9% | +26.0% | -18.1% | -9.8% |
| 1Y | +9.9% | +27.4% | -17.4% | -9.0% |
| 3Y | +342.1% | +67.5% | +274.6% | +193.5% |
| 5Y | +600.8% | +44.9% | +555.9% | +408.4% |
| 10Y | +1,493.8% | +440.9% | +1,052.9% | +375.2% |
| All | +1,497.0% | +494.9% | +1,002.1% | +356.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling