+1,474.6%
HWM vs TNA
+33.3%
+1,441.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +7.3% | +3.7% | +3.6% | +5.8% |
| 30D | +1.6% | +4.4% | -2.8% | -0.6% |
| 3M | -21.9% | -26.7% | +4.8% | -13.7% |
| 6M | -19.0% | -12.8% | -6.2% | -16.9% |
| YTD | +7.9% | +22.7% | -14.7% | -3.7% |
| 1Y | +9.9% | +35.7% | -25.7% | -6.0% |
| 3Y | +342.1% | +134.6% | +207.6% | +167.6% |
| 5Y | +600.8% | -46.0% | +646.8% | +551.2% |
| All | +1,474.6% | +33.3% | +1,441.3% | +598.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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