+1,547.2%
HWM vs TRI
+198.2%
+1,349.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.6% |
| 7D | -12.5% | -14.4% | +1.9% | -7.6% |
| 30D | -19.0% | -8.1% | -10.9% | -16.8% |
| 3M | -8.6% | +17.5% | -26.1% | -16.3% |
| 6M | -10.2% | -5.0% | -5.2% | -11.2% |
| YTD | +11.3% | -24.7% | +36.0% | +22.3% |
| 1Y | +24.3% | -41.5% | +65.8% | +57.7% |
| 3Y | +382.3% | -20.3% | +402.6% | +380.1% |
| 5Y | +640.6% | -10.9% | +651.6% | +566.0% |
| All | +1,547.2% | +198.2% | +1,349.0% | +619.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling