+1,392.0%
HWM vs TW
+298.0%
+1,094.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.6% |
| 7D | +11.1% | +3.2% | +7.9% | +10.1% |
| 30D | +3.0% | +19.7% | -16.7% | -2.5% |
| 3M | -20.7% | +26.8% | -47.6% | -26.2% |
| 6M | -17.2% | +20.9% | -38.1% | -22.4% |
| YTD | +9.1% | +22.9% | -13.8% | +0.7% |
| 1Y | +9.0% | +20.4% | -11.3% | +1.3% |
| 3Y | +353.8% | +42.9% | +311.0% | +298.8% |
| 5Y | +608.0% | +40.2% | +567.8% | +510.2% |
| All | +1,392.0% | +298.0% | +1,094.0% | +804.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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