+1,299.2%
HWM vs TENB
+23.5%
+1,275.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | +0.4% |
| 7D | +11.1% | -7.0% | +18.2% | +12.5% |
| 30D | +3.0% | -0.6% | +3.5% | +2.6% |
| 3M | -20.7% | +10.9% | -31.7% | -23.3% |
| 6M | -17.2% | +95.4% | -112.6% | -29.3% |
| YTD | +9.1% | +74.5% | -65.4% | -6.0% |
| 1Y | +9.0% | +49.2% | -40.2% | -2.8% |
| 3Y | +353.8% | +9.7% | +344.1% | +328.2% |
| 5Y | +608.0% | -24.6% | +632.6% | +585.1% |
| All | +1,299.2% | +23.5% | +1,275.8% | +897.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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