+536.9%
HWM vs RMD
-5.3%
+542.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.8% |
| 7D | +3.3% | +2.3% | +1.0% | +2.6% |
| 30D | -7.6% | +4.1% | -11.7% | -8.7% |
| 3M | -28.9% | +5.7% | -34.6% | -30.2% |
| 6M | -19.7% | +12.9% | -32.6% | -22.7% |
| YTD | +0.5% | -1.5% | +2.0% | -0.1% |
| 1Y | +0.3% | -4.8% | +5.0% | +0.4% |
| 3Y | +325.8% | +57.5% | +268.3% | +257.7% |
| All | +536.9% | -5.3% | +542.2% | +522.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 5y: compounded portfolio wealth divided by compounded RMD 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…
5y analysis · Full analysis span regression · 6 months rolling