+1,524.1%
HWM vs RACE
+740.1%
+784.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.2% |
| 7D | +3.4% | +5.1% | -1.7% | +1.0% |
| 30D | -7.5% | +7.7% | -15.2% | -10.7% |
| 3M | -28.9% | +2.2% | -31.1% | -29.9% |
| 6M | -19.6% | +23.8% | -43.4% | -28.2% |
| YTD | +0.6% | +13.9% | -13.3% | -7.1% |
| 1Y | +0.3% | +3.8% | -3.5% | -3.4% |
| 3Y | +326.1% | +28.0% | +298.1% | +250.8% |
| 5Y | +525.2% | +64.9% | +460.3% | +338.3% |
| All | +1,524.1% | +740.1% | +784.0% | +462.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling