-0.2%
HWM vs TSEM
+75.9%
-76.1%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.8% | -8.3% | -1.2% |
| 7D | -2.1% | +6.9% | -9.0% | -2.7% |
| 30D | -11.0% | +5.3% | -16.3% | -11.6% |
| 3M | +4.0% | -14.9% | +19.0% | +4.2% |
| 6M | -0.2% | +80.0% | -80.3% | -11.2% |
| All | -0.2% | +75.9% | -76.1% | -11.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling