+9.0%
HWM vs TEM
+6.3%
+2.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | -0.2% |
| 7D | +11.1% | +7.8% | +3.4% | +10.8% |
| 30D | +3.0% | +11.2% | -8.3% | +2.8% |
| 3M | -20.7% | +39.0% | -59.7% | -21.0% |
| 6M | -17.2% | +61.6% | -78.8% | -18.4% |
| YTD | +9.1% | +28.5% | -19.5% | +7.3% |
| 1Y | +9.0% | +6.7% | +2.3% | +10.6% |
| All | +9.0% | +6.3% | +2.7% | +10.6% |
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