+1,520.0%
HWM vs TNA
+80.0%
+1,440.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +1.3% |
| 7D | +5.0% | -2.1% | +7.1% | +5.5% |
| 30D | +1.5% | +3.1% | -1.6% | -0.2% |
| 3M | -20.3% | -20.2% | -0.1% | -14.5% |
| 6M | -18.0% | -10.0% | -8.0% | -16.7% |
| YTD | +9.5% | +30.3% | -20.8% | -4.3% |
| 1Y | +7.5% | +31.1% | -23.6% | -6.9% |
| 3Y | +355.7% | +149.4% | +206.3% | +170.4% |
| 5Y | +610.2% | -42.5% | +652.7% | +545.6% |
| 10Y | +1,516.8% | +46.7% | +1,470.1% | +604.2% |
| All | +1,520.0% | +80.0% | +1,440.1% | +545.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling