+741.5%
HWM vs TMF
-87.5%
+829.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.5% |
| 7D | -2.1% | -1.4% | -0.7% | -2.1% |
| 30D | -11.0% | -2.8% | -8.2% | -11.0% |
| 3M | +4.0% | -10.9% | +14.9% | +4.0% |
| 6M | -0.2% | -21.3% | +21.1% | -0.5% |
| YTD | +26.7% | -15.9% | +42.5% | +26.5% |
| 1Y | +44.7% | -15.7% | +60.5% | +44.6% |
| 3Y | +426.1% | -43.4% | +469.4% | +419.0% |
| All | +741.5% | -87.5% | +829.0% | +626.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling