+1,490.9%
HWM vs TSEM
+873.2%
+617.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +11.1% | +20.5% | -9.4% | +5.8% |
| 30D | +3.0% | -29.0% | +31.9% | +11.3% |
| 3M | -20.7% | -39.4% | +18.6% | -11.7% |
| 6M | -17.2% | -28.5% | +11.3% | -15.6% |
| YTD | +9.1% | +34.4% | -25.4% | -10.4% |
| 1Y | +9.0% | +48.3% | -39.3% | -13.7% |
| 3Y | +353.8% | +543.5% | -189.7% | +112.2% |
| 5Y | +608.0% | +331.4% | +276.6% | +264.9% |
| All | +1,490.9% | +873.2% | +617.7% | +428.3% |
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