-16.9%
TLT vs HWM
+1,323.5%
-1,340.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -10.7% | +10.7% | -0.7% |
| 7D | +0.4% | -9.2% | +9.6% | -0.2% |
| 30D | -0.3% | -17.9% | +17.6% | -1.4% |
| 3M | -1.7% | -6.0% | +4.3% | -2.0% |
| 6M | -4.9% | -7.4% | +2.4% | -5.1% |
| YTD | -2.8% | +13.1% | -15.9% | -1.6% |
| 1Y | -4.2% | +29.3% | -33.5% | -2.1% |
| 3Y | -1.1% | +389.9% | -391.0% | +12.7% |
| 5Y | -33.7% | +655.5% | -689.3% | -20.9% |
| All | -16.9% | +1,323.5% | -1,340.4% | +10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling