+4.4%
HWM vs ROIV
+97.8%
-93.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.1% | -10.4% | -4.8% |
| 7D | +9.4% | +3.0% | +6.4% | +9.1% |
| 30D | -7.0% | +6.8% | -13.8% | -7.6% |
| 3M | -25.9% | +10.5% | -36.4% | -27.2% |
| 6M | -10.8% | +34.8% | -45.6% | -17.1% |
| YTD | +4.3% | +76.2% | -71.9% | -10.0% |
| 1Y | +4.4% | +92.4% | -88.0% | -13.1% |
| All | +4.4% | +97.8% | -93.4% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling