+655.5%
HWM vs TRU
-35.2%
+690.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.8% | -7.9% | -9.9% |
| 7D | -9.2% | -7.2% | -2.0% | -7.1% |
| 30D | -17.9% | -2.8% | -15.0% | -17.3% |
| 3M | -6.0% | +13.0% | -19.1% | -10.4% |
| 6M | -7.4% | +0.7% | -8.0% | -8.8% |
| YTD | +13.1% | -9.0% | +22.1% | +14.1% |
| 1Y | +29.3% | -16.3% | +45.6% | +33.4% |
| 3Y | +389.9% | -1.1% | +391.0% | +362.4% |
| 5Y | +655.5% | -36.0% | +691.5% | +756.5% |
| All | +655.5% | -35.2% | +690.8% | +756.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling