+645.2%
HWM vs TNA
-22.1%
+667.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.6% |
| 7D | -8.0% | -3.6% | -4.4% | -7.1% |
| 30D | -18.0% | -10.1% | -8.0% | -15.6% |
| 3M | -9.5% | +2.7% | -12.2% | -10.7% |
| 6M | -8.4% | +38.4% | -46.8% | -17.8% |
| YTD | +13.6% | +45.4% | -31.8% | -0.2% |
| 1Y | +30.2% | +55.9% | -25.7% | +10.9% |
| 3Y | +392.2% | +109.8% | +282.4% | +248.6% |
| 5Y | +645.2% | -22.5% | +667.7% | +551.7% |
| All | +645.2% | -22.1% | +667.3% | +551.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling