+1,352.0%
HWM vs RL
+369.7%
+982.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -7.3% | +1.4% | -2.6% |
| 7D | -2.4% | -4.7% | +2.2% | -0.4% |
| 30D | -13.3% | +3.6% | -16.8% | -14.7% |
| 3M | -31.0% | +0.5% | -31.6% | -31.4% |
| 6M | -17.1% | +6.6% | -23.7% | -20.9% |
| YTD | -1.9% | +8.8% | -10.7% | -7.6% |
| 1Y | -2.4% | +21.8% | -24.2% | -13.1% |
| 3Y | +322.2% | +245.8% | +76.4% | +117.3% |
| 5Y | +509.8% | +230.0% | +279.9% | +207.7% |
| 10Y | +1,453.8% | +369.4% | +1,084.3% | +533.7% |
| All | +1,352.0% | +369.7% | +982.3% | +492.5% |
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