+256.6%
HWM vs RBRK
+124.5%
+132.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.3% | +1.1% |
| 7D | -11.4% | -7.5% | -3.9% | -10.6% |
| 30D | -18.5% | -10.4% | -8.1% | -17.6% |
| 3M | -13.2% | +21.3% | -34.5% | -15.9% |
| 6M | -8.7% | +50.6% | -59.3% | -14.7% |
| YTD | +12.2% | +13.3% | -1.1% | +9.0% |
| 1Y | +24.9% | +11.2% | +13.7% | +20.7% |
| All | +256.6% | +124.5% | +132.1% | +198.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling