+1,387.4%
HWM vs RBA
+225.9%
+1,161.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.8% | +2.9% |
| 7D | +3.3% | +4.3% | -1.0% | +1.8% |
| 30D | -7.6% | +16.3% | -23.9% | -12.7% |
| 3M | -28.9% | +1.3% | -30.2% | -29.6% |
| 6M | -19.7% | -11.1% | -8.6% | -17.5% |
| YTD | +0.5% | -8.5% | +9.0% | +0.9% |
| 1Y | +0.3% | -2.1% | +2.4% | -2.2% |
| 3Y | +325.8% | +44.6% | +281.3% | +251.5% |
| 5Y | +524.7% | +36.8% | +487.9% | +412.1% |
| 10Y | +1,491.8% | +227.3% | +1,264.5% | +660.7% |
| All | +1,387.4% | +225.9% | +1,161.6% | +606.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling