+588.3%
HWM vs TPR
+268.5%
+319.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -1.8% | +12.1% | -13.8% | -5.3% |
| 30D | -2.7% | +16.7% | -19.4% | -7.2% |
| 3M | -22.7% | -17.4% | -5.4% | -19.0% |
| 6M | -18.9% | +2.3% | -21.2% | -20.6% |
| YTD | +7.1% | +7.1% | -0.1% | +2.7% |
| 1Y | +4.7% | +29.5% | -24.8% | -5.4% |
| 3Y | +345.6% | +415.0% | -69.5% | +147.8% |
| 5Y | +588.3% | +261.5% | +326.8% | +329.4% |
| All | +588.3% | +268.5% | +319.8% | +329.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling