+1,559.5%
HWM vs TNA
+96.8%
+1,462.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.4% |
| 7D | -11.4% | -7.3% | -4.2% | -9.0% |
| 30D | -18.5% | -14.2% | -4.3% | -14.1% |
| 3M | -13.2% | -4.6% | -8.6% | -12.4% |
| 6M | -8.7% | +36.9% | -45.6% | -20.2% |
| YTD | +12.2% | +42.5% | -30.4% | -4.3% |
| 1Y | +24.9% | +45.8% | -20.9% | +4.2% |
| 3Y | +383.9% | +104.7% | +279.3% | +210.2% |
| 5Y | +646.1% | -21.7% | +667.8% | +499.3% |
| All | +1,559.5% | +96.8% | +1,462.6% | +545.9% |
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