+78.5%
TGT vs HWM
+26.9%
+51.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.1% |
| 7D | -5.0% | -12.5% | +7.5% | -4.8% |
| 30D | +3.0% | -19.0% | +22.0% | +3.3% |
| 3M | +22.6% | -8.6% | +31.2% | +21.5% |
| 6M | +31.2% | -10.2% | +41.4% | +29.4% |
| YTD | +63.7% | +11.3% | +52.4% | +54.3% |
| 1Y | +78.5% | +24.3% | +54.2% | +64.1% |
| All | +78.5% | +26.9% | +51.6% | +64.1% |
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