+0.3%
HWM vs TMF
-22.9%
+23.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | +3.3% | +1.2% | +2.1% | +3.1% |
| 30D | -7.6% | +19.7% | -27.3% | -11.6% |
| 3M | -28.9% | -2.1% | -26.8% | -28.2% |
| 6M | -19.7% | -13.4% | -6.2% | -15.5% |
| YTD | +0.5% | -16.7% | +17.3% | +6.9% |
| 1Y | +0.3% | -23.3% | +23.6% | +8.6% |
| All | +0.3% | -22.9% | +23.1% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling