-16.8%
TLT vs HWM
+1,165.4%
-1,182.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.5% | +0.1% |
| 7D | +0.1% | +3.3% | -3.2% | +0.3% |
| 30D | +6.2% | -7.6% | +13.8% | +5.8% |
| 3M | +0.1% | -28.9% | +29.0% | -1.9% |
| 6M | -3.0% | -19.7% | +16.7% | -4.0% |
| YTD | -2.7% | +0.5% | -3.3% | -2.2% |
| 1Y | -4.8% | +0.3% | -5.1% | -4.3% |
| 3Y | +6.9% | +325.8% | -318.9% | +20.9% |
| 5Y | -34.5% | +524.7% | -559.2% | -22.8% |
| 10Y | -17.3% | +1,491.8% | -1,509.1% | +10.0% |
| All | -16.8% | +1,165.4% | -1,182.2% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling