+326.1%
HWM vs TSEM
+468.0%
-141.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +4.8% | -2.3% | +1.7% |
| 7D | +3.4% | -17.5% | +20.9% | +6.7% |
| 30D | -7.5% | -44.7% | +37.1% | +1.7% |
| 3M | -28.9% | -38.9% | +10.0% | -23.6% |
| 6M | -19.6% | -36.7% | +17.1% | -16.9% |
| YTD | +0.6% | +17.0% | -16.4% | -11.0% |
| 1Y | +0.3% | +62.8% | -62.5% | -19.2% |
| 3Y | +326.1% | +471.3% | -145.2% | +148.5% |
| All | +326.1% | +468.0% | -141.9% | +148.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling