+655.5%
HWM vs TRMB
-37.5%
+693.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.2% | -9.5% | -10.2% |
| 7D | -9.2% | -0.3% | -8.9% | -9.0% |
| 30D | -17.9% | -1.2% | -16.6% | -17.6% |
| 3M | -6.0% | +9.6% | -15.6% | -10.3% |
| 6M | -7.4% | -16.1% | +8.8% | -1.4% |
| YTD | +13.1% | -25.0% | +38.1% | +26.0% |
| 1Y | +29.3% | -27.7% | +57.0% | +46.0% |
| 3Y | +389.9% | +15.3% | +374.6% | +342.3% |
| 5Y | +655.5% | -37.4% | +692.9% | +753.9% |
| All | +655.5% | -37.5% | +693.1% | +753.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling