+1,490.9%
HWM vs TMF
-81.8%
+1,572.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | -1.1% |
| 7D | +11.1% | -8.2% | +19.3% | +9.8% |
| 30D | +3.0% | +5.3% | -2.4% | +3.9% |
| 3M | -20.7% | -8.5% | -12.2% | -21.5% |
| 6M | -17.2% | -17.2% | 0.0% | -19.3% |
| YTD | +9.1% | -23.4% | +32.5% | +5.1% |
| 1Y | +9.0% | -30.2% | +39.3% | +3.5% |
| 3Y | +353.8% | -32.9% | +386.8% | +339.8% |
| 5Y | +608.0% | -88.5% | +696.6% | +356.5% |
| All | +1,490.9% | -81.8% | +1,572.8% | +1,183.4% |
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