+6.9%
TLT vs HWM
+330.6%
-323.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.5% | 0.0% |
| 7D | +0.1% | +3.3% | -3.2% | +0.1% |
| 30D | +6.2% | -7.6% | +13.8% | +6.2% |
| 3M | +0.1% | -28.9% | +29.0% | +0.1% |
| 6M | -3.0% | -19.7% | +16.7% | -2.9% |
| YTD | -2.7% | +0.5% | -3.3% | -2.3% |
| 1Y | -4.8% | +0.3% | -5.1% | -4.4% |
| 3Y | +6.9% | +325.8% | -318.9% | +16.8% |
| All | +6.9% | +330.6% | -323.7% | +16.8% |
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 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