+348.5%
HWM vs TRU
+59.7%
+288.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.3% | +2.3% |
| 7D | +5.0% | 0.0% | +5.0% | +4.9% |
| 30D | +1.5% | +24.3% | -22.7% | -4.6% |
| 3M | -20.3% | +2.3% | -22.6% | -21.3% |
| 6M | -18.0% | +17.7% | -35.7% | -23.0% |
| YTD | +9.5% | -3.8% | +13.3% | +8.5% |
| 1Y | +7.5% | -0.3% | +7.8% | +5.0% |
| All | +348.5% | +59.7% | +288.8% | +293.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling