+1,773.8%
HWM vs RMD
+326.1%
+1,447.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -2.1% | -5.0% | +2.9% | -0.6% |
| 30D | -11.0% | +2.2% | -13.2% | -11.8% |
| 3M | +4.0% | +17.8% | -13.8% | -2.0% |
| 6M | -0.2% | -11.3% | +11.1% | +2.9% |
| YTD | +26.7% | -4.4% | +31.1% | +27.0% |
| 1Y | +44.7% | -15.7% | +60.4% | +50.8% |
| 3Y | +426.1% | +47.7% | +378.3% | +336.4% |
| 5Y | +738.5% | -19.2% | +757.7% | +745.6% |
| All | +1,773.8% | +326.1% | +1,447.7% | +924.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling