+1,497.0%
HWM vs TRI
+240.6%
+1,256.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | +7.3% | -2.9% | +10.2% | +8.2% |
| 30D | +1.6% | +3.7% | -2.1% | -1.0% |
| 3M | -21.9% | +3.7% | -25.6% | -24.3% |
| 6M | -19.0% | +35.1% | -54.2% | -31.3% |
| YTD | +7.9% | -14.0% | +22.0% | +11.4% |
| 1Y | +9.9% | -19.0% | +28.9% | +17.4% |
| 3Y | +342.1% | -12.0% | +354.1% | +323.1% |
| 5Y | +600.8% | +0.6% | +600.1% | +498.5% |
| 10Y | +1,493.8% | +225.4% | +1,268.4% | +554.4% |
| All | +1,497.0% | +240.6% | +1,256.5% | +554.9% |
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