+4.4%
HWM vs TRMB
-31.2%
+35.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -17.3% | +13.0% | -3.0% |
| 7D | +9.4% | -15.7% | +25.1% | +10.9% |
| 30D | -7.0% | -7.8% | +0.8% | -5.9% |
| 3M | -25.9% | -9.3% | -16.6% | -24.9% |
| 6M | -10.8% | -20.8% | +10.0% | -7.9% |
| YTD | +4.3% | -30.8% | +35.1% | +9.5% |
| 1Y | +4.4% | -31.0% | +35.4% | +8.7% |
| All | +4.4% | -31.2% | +35.6% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 1y: compounded portfolio wealth divided by compounded TRMB 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…
1y analysis · Full analysis span regression · 6 months rolling