+4.4%
HWM vs RBA
-2.0%
+6.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -4.4% |
| 7D | +9.4% | +12.7% | -3.2% | +9.0% |
| 30D | -7.0% | +15.5% | -22.5% | -7.3% |
| 3M | -25.9% | -14.0% | -11.8% | -26.2% |
| 6M | -10.8% | -8.8% | -2.0% | -11.3% |
| YTD | +4.3% | -6.9% | +11.2% | -1.6% |
| 1Y | +4.4% | -3.0% | +7.4% | -2.4% |
| All | +4.4% | -2.0% | +6.4% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling