+1,497.0%
HWM vs TEL
+308.3%
+1,188.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.5% |
| 7D | +7.3% | +4.5% | +2.8% | +3.9% |
| 30D | +1.6% | +2.9% | -1.3% | -0.5% |
| 3M | -21.9% | +1.1% | -23.0% | -22.9% |
| 6M | -19.0% | +5.0% | -24.0% | -23.1% |
| YTD | +7.9% | -3.9% | +11.8% | +7.0% |
| 1Y | +9.9% | -7.4% | +17.4% | +11.3% |
| 3Y | +342.1% | +81.0% | +261.1% | +150.0% |
| 5Y | +600.8% | +42.3% | +558.5% | +376.7% |
| 10Y | +1,493.8% | +284.8% | +1,209.0% | +356.7% |
| All | +1,497.0% | +308.3% | +1,188.7% | +341.8% |
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