+222.7%
TGT vs HWM
+1,272.7%
-1,050.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +2.6% | +11.1% | -8.5% | +0.9% |
| 30D | +6.6% | +3.0% | +3.6% | +5.8% |
| 3M | +5.2% | -20.7% | +25.9% | +8.7% |
| 6M | +35.3% | -17.2% | +52.5% | +38.3% |
| YTD | +70.3% | +9.1% | +61.3% | +65.3% |
| 1Y | +81.2% | +9.0% | +72.1% | +75.7% |
| 3Y | +66.9% | +353.8% | -286.9% | +24.1% |
| 5Y | -27.2% | +608.0% | -635.2% | -49.9% |
| 10Y | +206.6% | +1,510.3% | -1,303.7% | +90.2% |
| All | +222.7% | +1,272.7% | -1,050.0% | +100.2% |
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 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