+655.5%
HWM vs TRGP
+631.5%
+24.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.5% | -12.2% | -11.3% |
| 7D | -9.2% | -0.6% | -8.6% | -9.0% |
| 30D | -17.9% | +14.6% | -32.4% | -22.5% |
| 3M | -6.0% | +11.9% | -18.0% | -11.1% |
| 6M | -7.4% | +25.3% | -32.6% | -17.4% |
| YTD | +13.1% | +61.9% | -48.8% | -10.6% |
| 1Y | +29.3% | +87.3% | -58.0% | -5.3% |
| 3Y | +389.9% | +268.0% | +121.9% | +157.5% |
| 5Y | +655.5% | +638.2% | +17.3% | +156.4% |
| All | +655.5% | +631.5% | +24.1% | +156.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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