+1,581.2%
HWM vs TRMB
+107.2%
+1,474.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +1.7% |
| 7D | -8.0% | -2.9% | -5.1% | -6.6% |
| 30D | -18.0% | -1.8% | -16.2% | -17.5% |
| 3M | -9.5% | +8.4% | -17.9% | -14.2% |
| 6M | -8.4% | -18.5% | +10.1% | -0.2% |
| YTD | +13.6% | -26.7% | +40.4% | +30.1% |
| 1Y | +30.2% | -28.3% | +58.5% | +50.1% |
| 3Y | +392.2% | +12.6% | +379.6% | +332.0% |
| 5Y | +645.2% | -38.7% | +683.9% | +789.0% |
| All | +1,581.2% | +107.2% | +1,474.0% | +893.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling