+390.3%
HWM vs TRU
-2.1%
+392.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.7% |
| 7D | -8.0% | -6.5% | -1.6% | -6.5% |
| 30D | -18.0% | -2.5% | -15.5% | -17.6% |
| 3M | -9.5% | +10.4% | -19.9% | -12.6% |
| 6M | -8.4% | +1.6% | -10.0% | -9.8% |
| YTD | +13.6% | -9.7% | +23.3% | +14.9% |
| 1Y | +30.2% | -17.3% | +47.5% | +34.7% |
| All | +390.3% | -2.1% | +392.4% | +368.9% |
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 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