+9.0%
HWM vs RBA
-5.6%
+14.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | +11.1% | -0.5% | +11.7% | +11.1% |
| 30D | +3.0% | +6.8% | -3.9% | +2.8% |
| 3M | -20.7% | +9.5% | -30.2% | -21.0% |
| 6M | -17.2% | -8.2% | -9.0% | -17.6% |
| YTD | +9.1% | -7.7% | +16.8% | +1.2% |
| 1Y | +9.0% | -6.9% | +15.9% | +0.7% |
| All | +9.0% | -5.6% | +14.6% | +0.7% |
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