+1,581.2%
HWM vs RIO
+525.9%
+1,055.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -8.0% | +1.0% | -9.0% | -8.5% |
| 30D | -18.0% | +4.0% | -22.0% | -19.8% |
| 3M | -9.5% | +4.5% | -14.0% | -11.9% |
| 6M | -8.4% | +17.3% | -25.7% | -16.2% |
| YTD | +13.6% | +36.2% | -22.5% | -4.1% |
| 1Y | +30.2% | +76.1% | -45.9% | -3.8% |
| 3Y | +392.2% | +102.5% | +289.7% | +225.6% |
| 5Y | +645.2% | +103.5% | +541.7% | +365.9% |
| All | +1,581.2% | +525.9% | +1,055.3% | +491.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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