+563.0%
HWM vs TRMB
-38.3%
+601.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.1% | +4.0% | +4.6% |
| 7D | +1.6% | -17.0% | +18.5% | +8.7% |
| 30D | -3.9% | -9.0% | +5.1% | -1.1% |
| 3M | -23.2% | -8.1% | -15.1% | -21.5% |
| 6M | -20.0% | -10.1% | -9.9% | -18.0% |
| YTD | +5.7% | -30.2% | +35.9% | +20.3% |
| 1Y | +4.9% | -30.7% | +35.6% | +19.3% |
| 3Y | +347.0% | +32.6% | +314.4% | +277.3% |
| 5Y | +563.0% | -38.1% | +601.2% | +644.5% |
| All | +563.0% | -38.3% | +601.4% | +644.5% |
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