+610.2%
HWM vs TRU
-25.4%
+635.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.3% |
| 3M | -20.3% | +2.3% | -22.6% | -21.5% |
| 6M | -18.0% | +17.7% | -35.7% | -23.5% |
| YTD | +9.5% | -3.8% | +13.3% | +7.9% |
| 1Y | +7.5% | -0.3% | +7.8% | +4.4% |
| 3Y | +355.7% | +58.4% | +297.2% | +268.5% |
| 5Y | +610.2% | -24.0% | +634.2% | +641.7% |
| All | +610.2% | -25.4% | +635.6% | +641.7% |
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