+360.5%
HWM vs TLN
+630.2%
-269.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +7.1% | -4.6% | +0.9% |
| 7D | +3.4% | -1.3% | +4.7% | +3.6% |
| 30D | -7.5% | -10.5% | +2.9% | -5.4% |
| 3M | -28.9% | +0.1% | -29.0% | -29.5% |
| 6M | -19.6% | -17.4% | -2.2% | -17.4% |
| YTD | +0.6% | -9.7% | +10.3% | -0.2% |
| 1Y | +0.3% | -12.3% | +12.6% | 0.0% |
| 3Y | +326.1% | +528.3% | -202.1% | +167.9% |
| All | +360.5% | +630.2% | -269.7% | +187.0% |
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