+4.4%
HWM vs TEM
-11.1%
+15.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -4.2% |
| 7D | +9.4% | -1.3% | +10.7% | +9.4% |
| 30D | -7.0% | -9.5% | +2.5% | -6.9% |
| 3M | -25.9% | +60.7% | -86.6% | -26.7% |
| 6M | -10.8% | +35.5% | -46.3% | -11.0% |
| YTD | +4.3% | +28.0% | -23.7% | +3.0% |
| 1Y | +4.4% | -10.5% | +14.9% | +7.7% |
| All | +4.4% | -11.1% | +15.5% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling