+721.0%
HWM vs ROIV
+270.3%
+450.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.2% | -3.7% | +1.9% |
| 7D | +3.3% | +5.3% | -2.0% | +2.8% |
| 30D | -7.6% | +11.9% | -19.5% | -8.6% |
| 3M | -28.9% | +10.7% | -39.6% | -30.0% |
| 6M | -19.7% | +34.9% | -54.6% | -22.6% |
| YTD | +0.5% | +79.2% | -78.6% | -6.1% |
| 1Y | +0.3% | +89.0% | -88.8% | -6.8% |
| 3Y | +325.8% | +337.3% | -11.5% | +265.5% |
| 5Y | +524.7% | +402.3% | +122.4% | +389.6% |
| All | +721.0% | +270.3% | +450.7% | +580.9% |
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