-34.5%
TLT vs HWM
+591.3%
-625.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -3.1% | +7.3% | -10.4% | -3.0% |
| 30D | +1.0% | +1.6% | -0.5% | +1.1% |
| 3M | -2.7% | -21.9% | +19.1% | -2.8% |
| 6M | -4.1% | -19.0% | +14.9% | -4.3% |
| YTD | -5.4% | +7.9% | -13.3% | -5.0% |
| 1Y | -7.0% | +9.9% | -17.0% | -6.6% |
| 3Y | +2.8% | +342.1% | -339.3% | +6.3% |
| All | -34.5% | +591.3% | -625.8% | -29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling