+175.7%
HWM vs TEM
+111.1%
+64.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +11.0% | -6.0% | +4.0% |
| 7D | +1.6% | +7.6% | -6.0% | +0.9% |
| 30D | -3.9% | +19.0% | -23.0% | -5.6% |
| 3M | -23.2% | +62.2% | -85.5% | -27.5% |
| 6M | -20.0% | +69.4% | -89.3% | -25.3% |
| YTD | +5.7% | +43.0% | -37.3% | -0.4% |
| 1Y | +4.9% | +18.0% | -13.1% | +0.9% |
| All | +175.7% | +111.1% | +64.6% | +129.7% |
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