+1,520.0%
HWM vs TRGP
+878.6%
+641.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.5% | +1.0% |
| 7D | +5.0% | +2.4% | +2.6% | +4.2% |
| 30D | +1.5% | +0.8% | +0.7% | +0.9% |
| 3M | -20.3% | +10.4% | -30.7% | -23.4% |
| 6M | -18.0% | +16.3% | -34.3% | -23.1% |
| YTD | +9.5% | +61.1% | -51.6% | -8.9% |
| 1Y | +7.5% | +71.6% | -64.1% | -12.7% |
| 3Y | +355.7% | +267.5% | +88.2% | +182.0% |
| 5Y | +610.2% | +488.1% | +122.1% | +270.5% |
| 10Y | +1,516.8% | +803.8% | +713.0% | +570.2% |
| All | +1,520.0% | +878.6% | +641.4% | +576.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling