+43.3%
TGT vs HWM
+389.8%
-346.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.2% |
| 7D | -3.6% | -8.0% | +4.5% | -2.7% |
| 30D | +4.4% | -18.0% | +22.4% | +6.6% |
| 3M | +25.4% | -9.5% | +34.9% | +26.0% |
| 6M | +33.4% | -8.4% | +41.8% | +33.3% |
| YTD | +65.6% | +13.6% | +52.0% | +59.5% |
| 1Y | +80.3% | +30.2% | +50.0% | +69.5% |
| All | +43.3% | +389.8% | -346.4% | +7.4% |
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