+1,773.8%
HWM vs RACE
+734.3%
+1,039.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.4% |
| 7D | -2.1% | -2.5% | +0.4% | -1.1% |
| 30D | -11.0% | +0.8% | -11.8% | -11.6% |
| 3M | +4.0% | +17.2% | -13.1% | -4.1% |
| 6M | -0.2% | +13.6% | -13.8% | -7.1% |
| YTD | +26.7% | +12.2% | +14.4% | +17.9% |
| 1Y | +44.7% | -16.3% | +61.0% | +53.1% |
| 3Y | +426.1% | +36.4% | +389.7% | +319.2% |
| 5Y | +738.5% | +95.0% | +643.5% | +439.1% |
| All | +1,773.8% | +734.3% | +1,039.5% | +633.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling