+1,490.9%
HWM vs TSN
+15.3%
+1,475.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | +11.1% | -1.4% | +12.5% | +11.7% |
| 30D | +3.0% | +10.2% | -7.2% | -1.0% |
| 3M | -20.7% | +7.2% | -27.9% | -23.3% |
| 6M | -17.2% | -10.6% | -6.6% | -14.4% |
| YTD | +9.1% | +3.7% | +5.3% | +5.4% |
| 1Y | +9.0% | +13.5% | -4.4% | +1.3% |
| 3Y | +353.8% | +40.1% | +313.7% | +269.0% |
| 5Y | +608.0% | -14.5% | +622.5% | +616.2% |
| All | +1,490.9% | +15.3% | +1,475.6% | +1,248.5% |
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