+1,579.2%
HWM vs TSN
+13.2%
+1,566.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.7% | +5.0% |
| 7D | +1.6% | +4.9% | -3.3% | -0.3% |
| 30D | -3.9% | +12.1% | -16.0% | -8.2% |
| 3M | -23.2% | +4.1% | -27.3% | -24.8% |
| 6M | -20.0% | -10.9% | -9.1% | -17.2% |
| YTD | +5.7% | +4.8% | +0.9% | +1.8% |
| 1Y | +4.9% | +17.6% | -12.8% | -3.9% |
| 3Y | +347.0% | +43.2% | +303.8% | +261.0% |
| 5Y | +563.0% | -13.9% | +576.9% | +569.2% |
| 10Y | +1,579.2% | +11.8% | +1,567.3% | +1,325.3% |
| All | +1,579.2% | +13.2% | +1,566.0% | +1,325.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling