+4.4%
HWM vs TTMI
+9.6%
-5.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -10.1% | +5.8% | -2.9% |
| 7D | +9.4% | -19.2% | +28.6% | +12.4% |
| 30D | -7.0% | -44.9% | +37.9% | -0.1% |
| 3M | -25.9% | -44.7% | +18.9% | -20.9% |
| 6M | -10.8% | -53.4% | +42.6% | -4.4% |
| YTD | +4.3% | +6.3% | -2.0% | -5.2% |
| 1Y | +4.4% | +10.7% | -6.3% | -7.2% |
| All | +4.4% | +9.6% | -5.2% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling