+227.5%
TGT vs HWM
+1,494.1%
-1,266.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.3% |
| 7D | +0.8% | -2.1% | +2.9% | +1.1% |
| 30D | +12.2% | -11.0% | +23.2% | +14.2% |
| 3M | +33.8% | +4.0% | +29.8% | +32.4% |
| 6M | +39.3% | -0.2% | +39.5% | +38.3% |
| YTD | +72.9% | +26.7% | +46.2% | +64.4% |
| 1Y | +84.6% | +44.7% | +39.8% | +71.3% |
| 3Y | +46.2% | +426.1% | -379.9% | +6.5% |
| 5Y | -21.3% | +738.5% | -759.9% | -47.2% |
| All | +227.5% | +1,494.1% | -1,266.5% | +99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling