+29.6%
HWM vs RIO
+71.5%
-41.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +0.5% | -11.2% | -10.9% |
| 7D | -9.2% | +1.9% | -11.1% | -9.7% |
| 30D | -17.9% | +5.0% | -22.8% | -19.1% |
| 3M | -6.0% | +5.1% | -11.2% | -7.7% |
| 6M | -7.4% | +17.6% | -25.0% | -12.5% |
| YTD | +13.1% | +36.3% | -23.2% | +3.8% |
| All | +29.6% | +71.5% | -41.8% | +15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling