+572.1%
HWM vs TPG
+71.4%
+500.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -0.6% |
| 7D | -12.5% | -11.8% | -0.7% | -8.6% |
| 30D | -19.0% | -6.3% | -12.7% | -17.4% |
| 3M | -8.6% | +13.6% | -22.2% | -13.2% |
| 6M | -10.2% | +13.8% | -24.0% | -15.3% |
| YTD | +11.3% | -23.7% | +35.1% | +20.6% |
| 1Y | +24.3% | -18.2% | +42.4% | +29.9% |
| 3Y | +382.3% | +80.1% | +302.1% | +268.1% |
| All | +572.1% | +71.4% | +500.8% | +376.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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