+9.0%
HWM vs TSN
+10.6%
-1.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.5% |
| 7D | +11.1% | -1.4% | +12.5% | +11.0% |
| 30D | +3.0% | +10.2% | -7.2% | +3.6% |
| 3M | -20.7% | +7.2% | -27.9% | -20.2% |
| 6M | -17.2% | -10.6% | -6.6% | -16.0% |
| YTD | +9.1% | +3.7% | +5.3% | +9.4% |
| 1Y | +9.0% | +13.5% | -4.4% | +7.5% |
| All | +9.0% | +10.6% | -1.6% | +7.5% |
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 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