+1,516.8%
HWM vs TT
+748.9%
+767.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +1.6% |
| 7D | +5.0% | +3.5% | +1.5% | +2.5% |
| 30D | +1.5% | -11.0% | +12.6% | +10.2% |
| 3M | -20.3% | -12.0% | -8.3% | -12.9% |
| 6M | -18.0% | -10.4% | -7.6% | -12.1% |
| YTD | +9.5% | +9.9% | -0.4% | +0.2% |
| 1Y | +7.5% | +1.5% | +6.0% | +4.1% |
| 3Y | +355.7% | +93.7% | +261.9% | +163.2% |
| 5Y | +610.2% | +139.2% | +471.0% | +231.1% |
| 10Y | +1,516.8% | +741.5% | +775.3% | +152.0% |
| All | +1,516.8% | +748.9% | +767.9% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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