+44.7%
HWM vs TSN
-5.8%
+50.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -2.1% | -6.3% | +4.2% | -2.3% |
| 30D | -11.0% | -10.8% | -0.2% | -11.2% |
| 3M | +4.0% | -8.8% | +12.8% | +3.8% |
| 6M | -0.2% | -16.8% | +16.6% | -0.4% |
| YTD | +26.7% | -10.0% | +36.6% | +26.7% |
| 1Y | +44.7% | -5.3% | +50.0% | +43.1% |
| All | +44.7% | -5.8% | +50.5% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling