+1,523.0%
HWM vs RL
+356.1%
+1,166.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +3.1% |
| 7D | +3.3% | -4.2% | +7.5% | +5.2% |
| 30D | -7.6% | +4.3% | -11.9% | -9.4% |
| 3M | -28.9% | -4.6% | -24.3% | -27.6% |
| 6M | -19.7% | +1.7% | -21.4% | -21.7% |
| YTD | +0.5% | +7.3% | -6.8% | -4.7% |
| 1Y | +0.3% | +20.8% | -20.5% | -10.4% |
| 3Y | +325.8% | +247.0% | +78.9% | +118.8% |
| 5Y | +524.7% | +225.5% | +299.3% | +217.3% |
| All | +1,523.0% | +356.1% | +1,166.9% | +573.7% |
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