+610.2%
HWM vs TRI
-0.1%
+610.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.2% |
| 7D | +5.0% | -7.2% | +12.1% | +5.6% |
| 30D | +1.5% | +4.4% | -2.9% | +0.3% |
| 3M | -20.3% | +4.5% | -24.8% | -21.4% |
| 6M | -18.0% | +23.7% | -41.7% | -21.9% |
| YTD | +9.5% | -14.4% | +23.9% | +17.4% |
| 1Y | +7.5% | -17.4% | +24.8% | +17.0% |
| 3Y | +355.7% | -11.0% | +366.7% | +344.7% |
| 5Y | +610.2% | +0.7% | +609.5% | +496.1% |
| All | +610.2% | -0.1% | +610.3% | +496.1% |
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