+790.6%
HWM vs ROIV
+280.9%
+509.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | 0.0% |
| 7D | +11.1% | +9.2% | +1.9% | +10.2% |
| 30D | +3.0% | +19.9% | -16.9% | +1.2% |
| 3M | -20.7% | +10.6% | -31.3% | -21.8% |
| 6M | -17.2% | +36.1% | -53.3% | -20.3% |
| YTD | +9.1% | +84.3% | -75.2% | +1.6% |
| 1Y | +9.0% | +87.6% | -78.5% | +1.4% |
| 3Y | +353.8% | +353.9% | -0.1% | +288.4% |
| 5Y | +608.0% | +376.1% | +232.0% | +453.6% |
| All | +790.6% | +280.9% | +509.7% | +636.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling