+24.9%
HWM vs TRU
-13.7%
+38.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.2% | +0.7% |
| 7D | -11.4% | -2.7% | -8.7% | -11.2% |
| 30D | -18.5% | -2.0% | -16.4% | -18.3% |
| 3M | -13.2% | +18.4% | -31.6% | -15.3% |
| 6M | -8.7% | +8.9% | -17.5% | -9.9% |
| YTD | +12.2% | -8.9% | +21.1% | +12.6% |
| 1Y | +24.9% | -15.9% | +40.8% | +24.9% |
| All | +24.9% | -13.7% | +38.6% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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