+537.4%
HWM vs TSN
-14.6%
+551.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.6% |
| 7D | +3.4% | +4.6% | -1.2% | +2.6% |
| 30D | -7.5% | +15.4% | -23.0% | -9.8% |
| 3M | -28.9% | +2.9% | -31.8% | -29.3% |
| 6M | -19.6% | -10.8% | -8.8% | -17.9% |
| YTD | +0.6% | +4.5% | -3.9% | -1.0% |
| 1Y | +0.3% | +19.5% | -19.2% | -4.3% |
| 3Y | +326.1% | +42.2% | +283.9% | +273.6% |
| All | +537.4% | -14.6% | +551.9% | +545.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling