-33.3%
TLT vs HWM
+743.6%
-776.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.2% |
| 7D | -0.4% | -2.1% | +1.7% | -0.4% |
| 30D | -0.6% | -11.0% | +10.4% | -0.6% |
| 3M | -2.7% | +4.0% | -6.8% | -2.7% |
| 6M | -5.6% | -0.2% | -5.4% | -5.6% |
| YTD | -2.8% | +26.7% | -29.4% | -2.4% |
| 1Y | -1.4% | +44.7% | -46.2% | -0.9% |
| 3Y | -1.6% | +426.1% | -427.7% | +0.8% |
| All | -33.3% | +743.6% | -776.9% | -29.2% |
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