+1,579.2%
HWM vs RL
+397.7%
+1,181.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +5.8% | -0.8% | +2.4% |
| 7D | +1.6% | +0.2% | +1.3% | +1.3% |
| 30D | -3.9% | +7.3% | -11.3% | -7.1% |
| 3M | -23.2% | +1.0% | -24.3% | -23.8% |
| 6M | -20.0% | +11.8% | -31.8% | -25.1% |
| YTD | +5.7% | +13.6% | -7.9% | -2.4% |
| 1Y | +4.9% | +24.0% | -19.2% | -7.3% |
| 3Y | +347.0% | +256.6% | +90.4% | +127.1% |
| 5Y | +563.0% | +240.2% | +322.8% | +230.2% |
| 10Y | +1,579.2% | +373.0% | +1,206.2% | +588.6% |
| All | +1,579.2% | +397.7% | +1,181.5% | +588.6% |
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