+536.9%
HWM vs RACE
+65.0%
+471.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +3.0% |
| 7D | +3.3% | +5.1% | -1.8% | +1.3% |
| 30D | -7.6% | +7.7% | -15.3% | -10.2% |
| 3M | -28.9% | +2.2% | -31.1% | -29.7% |
| 6M | -19.7% | +23.8% | -43.4% | -26.9% |
| YTD | +0.5% | +13.9% | -13.4% | -5.9% |
| 1Y | +0.3% | +3.8% | -3.5% | -2.6% |
| 3Y | +325.8% | +28.0% | +297.8% | +256.2% |
| All | +536.9% | +65.0% | +471.9% | +335.8% |
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 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