+44.7%
HWM vs TTMI
+171.3%
-126.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.8% | -9.3% | -1.8% |
| 7D | -2.1% | +5.9% | -8.0% | -3.0% |
| 30D | -11.0% | -4.3% | -6.7% | -10.8% |
| 3M | +4.0% | -32.0% | +36.1% | +8.6% |
| 6M | -0.2% | +19.5% | -19.7% | -8.1% |
| YTD | +26.7% | +82.0% | -55.4% | +6.8% |
| 1Y | +44.7% | +172.6% | -127.9% | +8.5% |
| All | +44.7% | +171.3% | -126.6% | +8.5% |
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