+1,484.2%
HWM vs TRGP
+843.5%
+640.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | +0.4% |
| 7D | -1.8% | -5.8% | +4.0% | +0.3% |
| 30D | -2.7% | -1.5% | -1.2% | -2.5% |
| 3M | -22.7% | +6.1% | -28.8% | -24.7% |
| 6M | -18.9% | +14.4% | -33.3% | -23.6% |
| YTD | +7.1% | +55.3% | -48.3% | -9.8% |
| 1Y | +4.7% | +69.1% | -64.4% | -14.6% |
| 3Y | +345.6% | +254.3% | +91.3% | +179.2% |
| 5Y | +588.3% | +471.4% | +116.9% | +262.6% |
| 10Y | +1,516.2% | +773.0% | +743.2% | +578.3% |
| All | +1,484.2% | +843.5% | +640.7% | +569.3% |
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