+68.5%
TGT vs HWM
+353.4%
-284.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +2.6% | +11.1% | -8.5% | +1.5% |
| 30D | +6.6% | +3.0% | +3.6% | +6.1% |
| 3M | +5.2% | -20.7% | +25.9% | +7.5% |
| 6M | +35.3% | -17.2% | +52.5% | +37.2% |
| YTD | +70.3% | +9.1% | +61.3% | +64.5% |
| 1Y | +81.2% | +9.0% | +72.1% | +74.9% |
| All | +68.5% | +353.4% | -284.8% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling