-4.6%
TLT vs HWM
+3.8%
-8.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.0% | -0.1% |
| 7D | +0.3% | +1.6% | -1.3% | +0.2% |
| 30D | +5.1% | -3.9% | +9.0% | +5.3% |
| 3M | -0.2% | -23.2% | +23.0% | +1.4% |
| 6M | -2.9% | -20.0% | +17.1% | -1.9% |
| YTD | -2.7% | +5.7% | -8.4% | -3.3% |
| All | -4.6% | +3.8% | -8.4% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling