+347.0%
HWM vs TW
+40.3%
+306.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +5.0% |
| 7D | +1.6% | +3.4% | -1.8% | +0.8% |
| 30D | -3.9% | +15.5% | -19.4% | -7.3% |
| 3M | -23.2% | +25.1% | -48.4% | -27.4% |
| 6M | -20.0% | +18.2% | -38.2% | -23.5% |
| YTD | +5.7% | +19.7% | -14.0% | -0.8% |
| 1Y | +4.9% | +18.1% | -13.3% | -1.1% |
| 3Y | +347.0% | +40.5% | +306.5% | +312.3% |
| All | +347.0% | +40.3% | +306.7% | +312.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling