+24.9%
HWM vs RBRK
+5.6%
+19.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.3% | +0.8% |
| 7D | -11.4% | -7.5% | -3.9% | -11.2% |
| 30D | -18.5% | -10.4% | -8.1% | -18.2% |
| 3M | -13.2% | +21.3% | -34.5% | -13.5% |
| 6M | -8.7% | +50.6% | -59.3% | -9.5% |
| YTD | +12.2% | +13.3% | -1.1% | +12.0% |
| 1Y | +24.9% | +11.2% | +13.7% | +26.4% |
| All | +24.9% | +5.6% | +19.3% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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