-19.7%
HWM vs RMD
+14.3%
-33.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.7% | +4.1% | +2.4% |
| 7D | +3.3% | +2.3% | +1.0% | +3.5% |
| 30D | -7.6% | +4.1% | -11.7% | -7.1% |
| 3M | -28.9% | +5.7% | -34.6% | -28.5% |
| 6M | -19.7% | +12.9% | -32.6% | -18.5% |
| All | -19.7% | +14.3% | -33.9% | -18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling