+24.9%
HWM vs TNA
+52.8%
-27.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.3% | +0.5% |
| 7D | -11.4% | -7.3% | -4.2% | -9.7% |
| 30D | -18.5% | -14.2% | -4.3% | -15.2% |
| 3M | -13.2% | -4.6% | -8.6% | -12.6% |
| 6M | -8.7% | +36.9% | -45.6% | -17.9% |
| YTD | +12.2% | +42.5% | -30.4% | -1.3% |
| 1Y | +24.9% | +45.8% | -20.9% | +8.3% |
| All | +24.9% | +52.8% | -27.9% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling