+645.2%
HWM vs TEL
+50.8%
+594.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.6% |
| 7D | -8.0% | +1.2% | -9.3% | -8.6% |
| 30D | -18.0% | -4.1% | -13.9% | -16.2% |
| 3M | -9.5% | -2.6% | -6.9% | -8.8% |
| 6M | -8.4% | 0.0% | -8.4% | -9.9% |
| YTD | +13.6% | -9.1% | +22.7% | +17.1% |
| 1Y | +30.2% | -0.8% | +31.1% | +26.3% |
| 3Y | +392.2% | +67.4% | +324.9% | +225.6% |
| 5Y | +645.2% | +51.8% | +593.4% | +427.5% |
| All | +645.2% | +50.8% | +594.4% | +427.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling