+4.4%
HWM vs TRI
-22.4%
+26.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.4% | -10.7% | -3.4% |
| 7D | +9.4% | +1.0% | +8.4% | +9.8% |
| 30D | -7.0% | +20.8% | -27.7% | -4.6% |
| 3M | -25.9% | +8.1% | -34.0% | -24.7% |
| 6M | -10.8% | +24.2% | -35.0% | -6.8% |
| YTD | +4.3% | -7.8% | +12.1% | +6.9% |
| 1Y | +4.4% | -16.7% | +21.0% | +6.8% |
| All | +4.4% | -22.4% | +26.8% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling