+1,388.5%
HWM vs TSN
+9.9%
+1,378.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.8% |
| 7D | +3.4% | +4.6% | -1.2% | +1.5% |
| 30D | -7.5% | +15.4% | -23.0% | -12.6% |
| 3M | -28.9% | +2.9% | -31.8% | -30.0% |
| 6M | -19.6% | -10.8% | -8.8% | -16.9% |
| YTD | +0.6% | +4.5% | -3.9% | -3.0% |
| 1Y | +0.3% | +19.5% | -19.2% | -8.7% |
| 3Y | +326.1% | +42.2% | +283.9% | +245.6% |
| 5Y | +525.2% | -14.2% | +539.4% | +531.9% |
| 10Y | +1,492.9% | +15.4% | +1,477.5% | +1,247.9% |
| All | +1,388.5% | +9.9% | +1,378.6% | +1,152.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling