+30.2%
HWM vs TW
-13.2%
+43.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.5% | +0.5% |
| 7D | -8.0% | -0.5% | -7.5% | -8.0% |
| 30D | -18.0% | -0.6% | -17.4% | -17.9% |
| 3M | -9.5% | +3.4% | -12.9% | -9.2% |
| 6M | -8.4% | -18.4% | +10.1% | -8.8% |
| YTD | +13.6% | -3.9% | +17.5% | +12.9% |
| 1Y | +30.2% | -13.3% | +43.6% | +25.6% |
| All | +30.2% | -13.2% | +43.5% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling