+389.9%
HWM vs TEL
+67.5%
+322.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.8% | -8.9% | -9.9% |
| 7D | -9.2% | -1.4% | -7.7% | -8.5% |
| 30D | -17.9% | -4.9% | -13.0% | -16.1% |
| 3M | -6.0% | +0.1% | -6.1% | -6.6% |
| 6M | -7.4% | +0.4% | -7.7% | -8.6% |
| YTD | +13.1% | -8.9% | +22.0% | +15.9% |
| 1Y | +29.3% | -0.3% | +29.6% | +25.9% |
| 3Y | +389.9% | +67.6% | +322.3% | +255.5% |
| All | +389.9% | +67.5% | +322.4% | +255.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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