+1,520.0%
HWM vs TRI
+239.1%
+1,280.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.1% |
| 7D | +5.0% | -7.2% | +12.1% | +7.2% |
| 30D | +1.5% | +4.4% | -2.9% | -1.3% |
| 3M | -20.3% | +4.5% | -24.8% | -23.1% |
| 6M | -18.0% | +23.7% | -41.7% | -27.9% |
| YTD | +9.5% | -14.4% | +23.9% | +13.1% |
| 1Y | +7.5% | -17.4% | +24.8% | +13.2% |
| 3Y | +355.7% | -11.0% | +366.7% | +331.9% |
| 5Y | +610.2% | +0.7% | +609.5% | +505.2% |
| 10Y | +1,516.8% | +224.0% | +1,292.7% | +564.7% |
| All | +1,520.0% | +239.1% | +1,280.9% | +565.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling