+1,581.2%
HWM vs TSEM
+1,293.6%
+287.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +1.9% | +0.8% |
| 7D | -8.0% | +4.7% | -12.8% | -9.2% |
| 30D | -18.0% | -14.2% | -3.8% | -15.0% |
| 3M | -9.5% | -5.0% | -4.5% | -11.2% |
| 6M | -8.4% | +87.6% | -96.0% | -29.0% |
| YTD | +13.6% | +84.4% | -70.8% | -12.5% |
| 1Y | +30.2% | +235.4% | -205.2% | -18.1% |
| 3Y | +392.2% | +668.0% | -275.8% | +125.7% |
| 5Y | +645.2% | +644.7% | +0.5% | +228.3% |
| All | +1,581.2% | +1,293.6% | +287.6% | +418.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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