+1,387.4%
HWM vs TT
+794.1%
+593.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | +0.1% | +0.7% |
| 7D | +3.3% | -2.0% | +5.3% | +5.0% |
| 30D | -7.6% | -14.0% | +6.4% | +2.8% |
| 3M | -28.9% | -15.9% | -13.1% | -19.8% |
| 6M | -19.7% | -17.3% | -2.3% | -9.0% |
| YTD | +0.5% | +4.0% | -3.4% | -4.3% |
| 1Y | +0.3% | -7.1% | +7.4% | +3.5% |
| 3Y | +325.8% | +90.2% | +235.6% | +149.0% |
| 5Y | +524.7% | +131.1% | +393.6% | +198.0% |
| 10Y | +1,491.8% | +777.7% | +714.0% | +153.3% |
| All | +1,387.4% | +794.1% | +593.3% | +133.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling