+1,773.8%
HWM vs TRGP
+868.9%
+904.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -2.1% | +0.8% | -2.9% | -2.4% |
| 30D | -11.0% | +11.5% | -22.5% | -14.4% |
| 3M | +4.0% | +9.0% | -5.0% | +0.4% |
| 6M | -0.2% | +20.5% | -20.7% | -7.6% |
| YTD | +26.7% | +59.5% | -32.9% | +6.1% |
| 1Y | +44.7% | +77.9% | -33.2% | +16.1% |
| 3Y | +426.1% | +253.6% | +172.5% | +230.9% |
| 5Y | +738.5% | +615.5% | +123.0% | +312.4% |
| All | +1,773.8% | +868.9% | +904.9% | +688.0% |
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