+325.8%
HWM vs RL
+240.1%
+85.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.9% |
| 7D | +3.3% | -4.2% | +7.5% | +4.7% |
| 30D | -7.6% | +4.3% | -11.9% | -8.9% |
| 3M | -28.9% | -4.6% | -24.3% | -27.9% |
| 6M | -19.7% | +1.7% | -21.4% | -20.9% |
| YTD | +0.5% | +7.3% | -6.8% | -3.1% |
| 1Y | +0.3% | +20.8% | -20.5% | -7.4% |
| 3Y | +325.8% | +247.0% | +78.9% | +219.4% |
| All | +325.8% | +240.1% | +85.8% | +219.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling