+1,773.8%
HWM vs TPR
+332.1%
+1,441.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.1% | -2.3% | +0.2% | -1.2% |
| 30D | -11.0% | -23.0% | +12.0% | -2.3% |
| 3M | +4.0% | -12.5% | +16.5% | +8.2% |
| 6M | -0.2% | -21.4% | +21.2% | +7.6% |
| YTD | +26.7% | -3.5% | +30.2% | +25.0% |
| 1Y | +44.7% | +17.4% | +27.4% | +30.9% |
| 3Y | +426.1% | +291.3% | +134.8% | +169.2% |
| 5Y | +738.5% | +241.9% | +496.6% | +329.5% |
| All | +1,773.8% | +332.1% | +1,441.7% | +571.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling