+741.5%
HWM vs TSEM
+657.0%
+84.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.8% | -8.3% | -1.8% |
| 7D | -2.1% | +6.9% | -9.0% | -3.3% |
| 30D | -11.0% | +5.3% | -16.3% | -12.3% |
| 3M | +4.0% | -14.9% | +19.0% | +4.7% |
| 6M | -0.2% | +80.0% | -80.3% | -15.7% |
| YTD | +26.7% | +89.4% | -62.7% | +5.0% |
| 1Y | +44.7% | +253.1% | -208.4% | +2.9% |
| 3Y | +426.1% | +642.1% | -216.0% | +207.6% |
| All | +741.5% | +657.0% | +84.4% | +392.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling