+84.6%
TGT vs HWM
+48.6%
+36.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.3% |
| 7D | +0.8% | -2.1% | +2.9% | +0.7% |
| 30D | +12.2% | -11.0% | +23.2% | +12.1% |
| 3M | +33.8% | +4.0% | +29.8% | +32.2% |
| 6M | +39.3% | -0.2% | +39.5% | +37.4% |
| YTD | +72.9% | +26.7% | +46.2% | +62.8% |
| 1Y | +84.6% | +44.7% | +39.8% | +70.5% |
| All | +84.6% | +48.6% | +36.0% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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