+1,328.4%
HWM vs TENB
-3.6%
+1,332.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.9% | +2.8% | -1.1% |
| 7D | -12.5% | -7.1% | -5.4% | -11.3% |
| 30D | -19.0% | -15.4% | -3.6% | -16.8% |
| 3M | -8.6% | +19.5% | -28.1% | -13.0% |
| 6M | -10.2% | +54.8% | -65.0% | -19.8% |
| YTD | +11.3% | +36.1% | -24.8% | +1.4% |
| 1Y | +24.3% | +7.0% | +17.3% | +19.1% |
| 3Y | +382.3% | -27.6% | +409.8% | +393.5% |
| 5Y | +640.6% | -30.5% | +671.1% | +625.6% |
| All | +1,328.4% | -3.6% | +1,332.0% | +975.6% |
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