+1,524.1%
HWM vs TPR
+383.4%
+1,140.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.9% |
| 7D | +3.4% | +14.2% | -10.8% | -2.3% |
| 30D | -7.5% | +17.1% | -24.6% | -13.4% |
| 3M | -28.9% | -17.7% | -11.2% | -24.1% |
| 6M | -19.6% | -10.2% | -9.4% | -18.2% |
| YTD | +0.6% | +4.9% | -4.3% | -4.2% |
| 1Y | +0.3% | +36.1% | -35.8% | -14.4% |
| 3Y | +326.1% | +416.5% | -90.3% | +93.5% |
| 5Y | +525.2% | +254.8% | +270.4% | +217.0% |
| All | +1,524.1% | +383.4% | +1,140.7% | +466.5% |
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