+1,474.6%
HWM vs TPR
+364.3%
+1,110.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | +7.3% | -0.3% | +7.6% | +7.4% |
| 30D | +1.6% | +15.1% | -13.5% | -4.2% |
| 3M | -21.9% | +3.5% | -25.4% | -23.2% |
| 6M | -19.0% | +0.4% | -19.5% | -20.6% |
| YTD | +7.9% | +4.6% | +3.3% | +2.9% |
| 1Y | +9.9% | +33.1% | -23.2% | -5.2% |
| 3Y | +342.1% | +396.0% | -53.8% | +104.6% |
| 5Y | +600.8% | +230.3% | +370.5% | +268.5% |
| All | +1,474.6% | +364.3% | +1,110.3% | +463.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling