+1,773.8%
HWM vs TRU
+165.5%
+1,608.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.5% | +2.1% |
| 7D | -2.1% | -6.8% | +4.7% | +0.8% |
| 30D | -11.0% | 0.0% | -11.0% | -11.4% |
| 3M | +4.0% | +13.3% | -9.3% | -3.2% |
| 6M | -0.2% | +3.4% | -3.7% | -3.9% |
| YTD | +26.7% | -6.4% | +33.0% | +25.8% |
| 1Y | +44.7% | -9.7% | +54.4% | +44.6% |
| 3Y | +426.1% | +0.1% | +425.9% | +367.3% |
| 5Y | +738.5% | -34.0% | +772.5% | +830.9% |
| All | +1,773.8% | +165.5% | +1,608.3% | +993.0% |
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