+390.3%
HWM vs TRI
-19.2%
+409.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +0.6% |
| 7D | -8.0% | -8.4% | +0.4% | -7.7% |
| 30D | -18.0% | -6.5% | -11.5% | -17.7% |
| 3M | -9.5% | +18.6% | -28.1% | -10.6% |
| 6M | -8.4% | -10.4% | +2.1% | -6.0% |
| YTD | +13.6% | -23.7% | +37.3% | +24.2% |
| 1Y | +30.2% | -42.5% | +72.7% | +58.5% |
| All | +390.3% | -19.2% | +409.5% | +333.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling