+1,547.2%
HWM vs TCOM
-12.4%
+1,559.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.8% | -1.7% |
| 7D | -12.5% | -6.5% | -6.0% | -11.0% |
| 30D | -19.0% | -16.2% | -2.8% | -15.5% |
| 3M | -8.6% | -19.3% | +10.7% | -4.2% |
| 6M | -10.2% | -27.2% | +17.1% | -3.5% |
| YTD | +11.3% | -46.2% | +57.5% | +27.9% |
| 1Y | +24.3% | -46.6% | +70.9% | +42.8% |
| 3Y | +382.3% | +8.4% | +373.9% | +331.5% |
| 5Y | +640.6% | +25.8% | +614.8% | +477.9% |
| All | +1,547.2% | -12.4% | +1,559.6% | +1,156.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling