+1,579.2%
HWM vs TMF
-83.0%
+1,662.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.1% | +5.0% | +5.1% |
| 7D | +1.6% | +0.6% | +1.0% | +1.7% |
| 30D | -3.9% | +16.3% | -20.3% | -1.6% |
| 3M | -23.2% | -2.7% | -20.5% | -23.3% |
| 6M | -20.0% | -13.2% | -6.8% | -21.5% |
| YTD | +5.7% | -16.7% | +22.4% | +3.1% |
| 1Y | +4.9% | -22.7% | +27.6% | +1.1% |
| 3Y | +347.0% | -26.1% | +373.1% | +339.5% |
| 5Y | +563.0% | -88.4% | +651.4% | +321.2% |
| 10Y | +1,579.2% | -81.8% | +1,661.0% | +1,289.9% |
| All | +1,579.2% | -83.0% | +1,662.2% | +1,289.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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