+195.0%
HWM vs TEM
+60.7%
+134.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.5% | -10.2% | -10.7% |
| 7D | -9.2% | +3.2% | -12.4% | -9.4% |
| 30D | -17.9% | +23.5% | -41.4% | -19.9% |
| 3M | -6.0% | +32.3% | -38.4% | -9.5% |
| 6M | -7.4% | +23.0% | -30.4% | -10.8% |
| YTD | +13.1% | +8.9% | +4.2% | +10.0% |
| 1Y | +29.3% | -19.9% | +49.2% | +29.4% |
| All | +195.0% | +60.7% | +134.3% | +153.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling