+1,573.3%
HWM vs TDY
+459.2%
+1,114.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.9% | -9.8% | -10.0% |
| 7D | -9.2% | -0.9% | -8.3% | -8.5% |
| 30D | -17.9% | -12.5% | -5.4% | -9.5% |
| 3M | -6.0% | -1.2% | -4.9% | -5.4% |
| 6M | -7.4% | -6.6% | -0.8% | -3.2% |
| YTD | +13.1% | +18.5% | -5.4% | -1.3% |
| 1Y | +29.3% | +10.8% | +18.5% | +18.0% |
| 3Y | +389.9% | +47.5% | +342.4% | +256.3% |
| 5Y | +655.5% | +35.8% | +619.7% | +472.2% |
| All | +1,573.3% | +459.2% | +1,114.2% | +399.7% |
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