+1,773.8%
HWM vs TRI
+229.3%
+1,544.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.4% | +5.0% | +1.4% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -11.0% | +7.9% | -18.9% | -13.8% |
| 3M | +4.0% | +24.1% | -20.0% | -6.4% |
| 6M | -0.2% | +3.8% | -4.0% | -4.8% |
| YTD | +26.7% | -16.9% | +43.5% | +34.2% |
| 1Y | +44.7% | -38.4% | +83.1% | +82.4% |
| 3Y | +426.1% | -12.2% | +438.3% | +405.8% |
| 5Y | +738.5% | -1.8% | +740.3% | +627.7% |
| All | +1,773.8% | +229.3% | +1,544.5% | +689.0% |
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