+577.9%
HWM vs ROIV
+380.3%
+197.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.9% |
| 7D | +7.3% | +1.7% | +5.6% | +7.1% |
| 30D | +1.6% | +17.6% | -16.0% | -0.2% |
| 3M | -21.9% | +9.0% | -30.8% | -22.9% |
| 6M | -19.0% | +35.3% | -54.3% | -22.3% |
| YTD | +7.9% | +82.2% | -74.2% | 0.0% |
| 1Y | +9.9% | +92.3% | -82.3% | +1.2% |
| 3Y | +342.1% | +336.8% | +5.3% | +273.0% |
| All | +577.9% | +380.3% | +197.6% | +402.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling