+0.3%
HWM vs TPR
+42.2%
-41.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +2.8% |
| 7D | +3.4% | +14.2% | -10.8% | -0.4% |
| 30D | -7.5% | +17.1% | -24.6% | -11.5% |
| 3M | -28.9% | -17.7% | -11.2% | -26.6% |
| 6M | -19.6% | -10.2% | -9.4% | -19.6% |
| YTD | +0.6% | +4.9% | -4.3% | -3.5% |
| 1Y | +0.3% | +36.1% | -35.8% | -8.7% |
| All | +0.3% | +42.2% | -41.9% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling