+1,352.0%
HWM vs TMF
-84.2%
+1,436.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -5.8% |
| 7D | -2.4% | +2.7% | -5.2% | -2.0% |
| 30D | -13.3% | +19.3% | -32.6% | -10.8% |
| 3M | -31.0% | -3.7% | -27.4% | -31.2% |
| 6M | -17.1% | -11.3% | -5.8% | -18.4% |
| YTD | -1.9% | -16.6% | +14.7% | -4.2% |
| 1Y | -2.4% | -21.1% | +18.7% | -5.6% |
| 3Y | +322.2% | -26.8% | +349.0% | +314.8% |
| 5Y | +509.8% | -88.0% | +597.9% | +294.5% |
| 10Y | +1,453.8% | -84.7% | +1,538.5% | +1,136.0% |
| All | +1,352.0% | -84.2% | +1,436.1% | +1,056.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling