+210.4%
TGT vs HWM
+1,311.7%
-1,101.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.1% |
| 7D | -5.2% | -11.4% | +6.2% | -3.5% |
| 30D | +1.2% | -18.5% | +19.7% | +4.4% |
| 3M | +18.4% | -13.2% | +31.6% | +20.6% |
| 6M | +33.4% | -8.7% | +42.1% | +34.2% |
| YTD | +63.8% | +12.2% | +51.6% | +58.7% |
| 1Y | +77.2% | +24.9% | +52.3% | +68.3% |
| 3Y | +41.8% | +383.9% | -342.1% | +4.5% |
| 5Y | -25.5% | +646.1% | -671.7% | -49.1% |
| All | +210.4% | +1,311.7% | -1,101.3% | +92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling