+563.0%
HWM vs RACE
+67.1%
+495.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +4.8% |
| 7D | +1.6% | +3.9% | -2.3% | +0.1% |
| 30D | -3.9% | +7.4% | -11.4% | -6.6% |
| 3M | -23.2% | +1.6% | -24.8% | -23.9% |
| 6M | -20.0% | +23.3% | -43.3% | -27.1% |
| YTD | +5.7% | +14.7% | -9.0% | -1.3% |
| 1Y | +4.9% | +2.5% | +2.3% | +2.4% |
| 3Y | +347.0% | +28.0% | +319.0% | +274.3% |
| 5Y | +563.0% | +69.8% | +493.2% | +350.2% |
| All | +563.0% | +67.1% | +495.9% | +350.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling