+345.6%
HWM vs RL
+260.1%
+85.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | -1.8% | +1.3% | -3.1% | -2.3% |
| 30D | -2.7% | +7.6% | -10.3% | -5.1% |
| 3M | -22.7% | -1.5% | -21.2% | -22.5% |
| 6M | -18.9% | +12.1% | -31.0% | -22.6% |
| YTD | +7.1% | +13.9% | -6.8% | +1.1% |
| 1Y | +4.7% | +20.7% | -16.0% | -3.3% |
| 3Y | +345.6% | +260.6% | +85.0% | +224.1% |
| All | +345.6% | +260.1% | +85.5% | +224.1% |
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 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