+1,573.3%
HWM vs TSN
-3.7%
+1,577.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.7% | -12.4% | -11.3% |
| 7D | -9.2% | -5.0% | -4.1% | -7.7% |
| 30D | -17.9% | -9.1% | -8.8% | -15.1% |
| 3M | -6.0% | -7.4% | +1.4% | -4.0% |
| 6M | -7.4% | -13.4% | +6.0% | -3.4% |
| YTD | +13.1% | -8.5% | +21.6% | +15.0% |
| 1Y | +29.3% | -3.2% | +32.5% | +27.9% |
| 3Y | +389.9% | +11.5% | +378.4% | +340.7% |
| 5Y | +655.5% | -19.5% | +675.1% | +676.8% |
| All | +1,573.3% | -3.7% | +1,577.1% | +1,384.2% |
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