+645.2%
HWM vs TRI
-10.1%
+655.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.3% | +0.7% |
| 7D | -8.0% | -8.4% | +0.4% | -6.9% |
| 30D | -18.0% | -6.5% | -11.5% | -17.3% |
| 3M | -9.5% | +18.6% | -28.1% | -12.8% |
| 6M | -8.4% | -10.4% | +2.1% | -6.1% |
| YTD | +13.6% | -23.7% | +37.3% | +24.2% |
| 1Y | +30.2% | -42.5% | +72.7% | +60.7% |
| 3Y | +392.2% | -19.3% | +411.5% | +389.3% |
| 5Y | +645.2% | -9.7% | +654.8% | +540.1% |
| All | +645.2% | -10.1% | +655.3% | +540.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling