+315.7%
HWM vs TPR
+412.6%
-97.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +7.1% | -13.0% | -7.6% |
| 7D | -2.4% | +13.9% | -16.3% | -5.7% |
| 30D | -13.3% | +14.9% | -28.2% | -16.4% |
| 3M | -31.0% | -15.4% | -15.6% | -28.9% |
| 6M | -17.1% | -4.5% | -12.7% | -17.7% |
| YTD | -1.9% | +6.0% | -7.9% | -5.0% |
| 1Y | -2.4% | +24.3% | -26.7% | -9.3% |
| All | +315.7% | +412.6% | -97.0% | +199.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling