+1,520.0%
HWM vs RL
+384.8%
+1,135.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.4% | +3.7% | +2.9% |
| 7D | +5.0% | -4.4% | +9.3% | +7.1% |
| 30D | +1.5% | +5.6% | -4.1% | -1.1% |
| 3M | -20.3% | -0.6% | -19.7% | -20.3% |
| 6M | -18.0% | +15.5% | -33.5% | -24.4% |
| YTD | +9.5% | +12.3% | -2.8% | +1.6% |
| 1Y | +7.5% | +19.3% | -11.8% | -3.3% |
| 3Y | +355.7% | +255.5% | +100.1% | +131.7% |
| 5Y | +610.2% | +247.1% | +363.2% | +249.8% |
| 10Y | +1,516.8% | +346.0% | +1,170.7% | +575.1% |
| All | +1,520.0% | +384.8% | +1,135.3% | +551.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling