+390.1%
HWM vs TLN
+678.8%
-288.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -1.8% | +1.1% | -2.8% | -2.1% |
| 30D | -2.7% | -4.6% | +1.9% | -1.8% |
| 3M | -22.7% | +5.2% | -28.0% | -24.3% |
| 6M | -18.9% | -6.5% | -12.4% | -19.0% |
| YTD | +7.1% | -3.6% | +10.7% | +4.6% |
| 1Y | +4.7% | -8.2% | +12.9% | +3.3% |
| 3Y | +345.6% | +559.7% | -214.1% | +177.0% |
| All | +390.1% | +678.8% | -288.7% | +200.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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