+610.2%
HWM vs TMF
-88.3%
+698.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +5.0% | -3.4% | +8.3% | +4.9% |
| 30D | +1.5% | +11.5% | -10.0% | +1.6% |
| 3M | -20.3% | -4.5% | -15.8% | -20.3% |
| 6M | -18.0% | -15.0% | -3.1% | -18.1% |
| YTD | +9.5% | -19.9% | +29.3% | +9.3% |
| 1Y | +7.5% | -26.6% | +34.0% | +7.0% |
| 3Y | +355.7% | -29.8% | +385.5% | +352.6% |
| 5Y | +610.2% | -88.2% | +698.4% | +448.1% |
| All | +610.2% | -88.3% | +698.5% | +448.1% |
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