+1,484.2%
HWM vs TEL
+311.0%
+1,173.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | -1.8% | -0.9% | -0.8% | -1.1% |
| 30D | -2.7% | -0.2% | -2.4% | -2.6% |
| 3M | -22.7% | +2.0% | -24.8% | -24.3% |
| 6M | -18.9% | +6.4% | -25.4% | -23.9% |
| YTD | +7.1% | -3.2% | +10.3% | +5.6% |
| 1Y | +4.7% | -11.2% | +15.8% | +9.4% |
| 3Y | +345.6% | +79.8% | +265.8% | +153.5% |
| 5Y | +588.3% | +46.6% | +541.7% | +356.3% |
| 10Y | +1,516.2% | +288.1% | +1,228.0% | +360.4% |
| All | +1,484.2% | +311.0% | +1,173.2% | +336.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling