+162.4%
HWM vs TEM
+90.1%
+72.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.0% | -5.5% | +1.7% |
| 7D | +3.4% | +5.3% | -1.9% | +2.9% |
| 30D | -7.5% | +8.1% | -15.6% | -8.3% |
| 3M | -28.9% | +64.9% | -93.8% | -33.1% |
| 6M | -19.6% | +42.1% | -61.8% | -23.7% |
| YTD | +0.6% | +28.8% | -28.2% | -4.2% |
| 1Y | +0.3% | +5.5% | -5.2% | -2.4% |
| All | +162.4% | +90.1% | +72.3% | +120.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling