+1,474.6%
HWM vs RL
+337.1%
+1,137.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.5% |
| 7D | +7.3% | +2.6% | +4.7% | +6.1% |
| 30D | +1.6% | +2.9% | -1.4% | +0.1% |
| 3M | -21.9% | 0.0% | -21.9% | -22.1% |
| 6M | -19.0% | +17.1% | -36.2% | -25.8% |
| YTD | +7.9% | +10.1% | -2.2% | +1.1% |
| 1Y | +9.9% | +17.3% | -7.4% | -0.3% |
| 3Y | +342.1% | +249.3% | +92.8% | +126.9% |
| 5Y | +600.8% | +240.9% | +359.9% | +248.3% |
| All | +1,474.6% | +337.1% | +1,137.5% | +579.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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