+1,497.0%
HWM vs TRU
+169.9%
+1,327.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +7.3% | 0.0% | +7.3% | +7.3% |
| 30D | +1.6% | +21.3% | -19.7% | -7.5% |
| 3M | -21.9% | +0.2% | -22.1% | -23.1% |
| 6M | -19.0% | +22.4% | -41.4% | -28.3% |
| YTD | +7.9% | -4.8% | +12.8% | +5.2% |
| 1Y | +9.9% | -0.2% | +10.1% | +4.5% |
| 3Y | +342.1% | +57.9% | +284.2% | +212.4% |
| 5Y | +600.8% | -26.1% | +626.9% | +618.5% |
| 10Y | +1,493.8% | +184.8% | +1,309.0% | +799.4% |
| All | +1,497.0% | +169.9% | +1,327.1% | +814.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling