+741.5%
HWM vs RACE
+93.6%
+647.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.3% |
| 7D | -2.1% | -2.5% | +0.4% | -1.2% |
| 30D | -11.0% | +0.8% | -11.8% | -11.5% |
| 3M | +4.0% | +17.2% | -13.1% | -2.9% |
| 6M | -0.2% | +13.6% | -13.8% | -6.0% |
| YTD | +26.7% | +12.2% | +14.4% | +19.3% |
| 1Y | +44.7% | -16.3% | +61.0% | +52.5% |
| 3Y | +426.1% | +36.4% | +389.7% | +326.1% |
| All | +741.5% | +93.6% | +647.9% | +481.7% |
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