+3.3%
TLT vs HWM
+353.4%
-350.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.7% | +11.1% | -13.8% | -2.7% |
| 30D | +2.2% | +3.0% | -0.8% | +2.2% |
| 3M | -1.7% | -20.7% | +19.0% | -1.7% |
| 6M | -4.0% | -17.2% | +13.2% | -3.9% |
| YTD | -4.9% | +9.1% | -14.0% | -4.5% |
| 1Y | -7.4% | +9.0% | -16.4% | -7.0% |
| All | +3.3% | +353.4% | -350.1% | +9.9% |
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 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