+347.0%
HWM vs RACE
+26.8%
+320.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +4.9% |
| 7D | +1.6% | +3.9% | -2.3% | +0.4% |
| 30D | -3.9% | +7.4% | -11.4% | -5.9% |
| 3M | -23.2% | +1.6% | -24.8% | -23.8% |
| 6M | -20.0% | +23.3% | -43.3% | -25.6% |
| YTD | +5.7% | +14.7% | -9.0% | +0.3% |
| 1Y | +4.9% | +2.5% | +2.3% | +2.9% |
| 3Y | +347.0% | +28.0% | +319.0% | +316.8% |
| All | +347.0% | +26.8% | +320.2% | +316.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling