+1,573.3%
HWM vs RIG
-40.7%
+1,614.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.5% | -9.2% | -10.4% |
| 7D | -9.2% | -2.7% | -6.5% | -8.7% |
| 30D | -17.9% | +9.5% | -27.4% | -19.4% |
| 3M | -6.0% | -6.6% | +0.6% | -5.3% |
| 6M | -7.4% | -2.9% | -4.5% | -8.4% |
| YTD | +13.1% | +39.5% | -26.4% | +3.6% |
| 1Y | +29.3% | +82.3% | -53.0% | +11.5% |
| 3Y | +389.9% | -29.6% | +419.5% | +385.2% |
| 5Y | +655.5% | +63.2% | +592.4% | +478.6% |
| All | +1,573.3% | -40.7% | +1,614.0% | +1,085.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling