+588.3%
HWM vs ROIV
+403.5%
+184.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | -1.8% | +14.3% | -16.0% | -3.1% |
| 30D | -2.7% | +16.2% | -18.9% | -4.2% |
| 3M | -22.7% | +15.1% | -37.9% | -24.2% |
| 6M | -18.9% | +44.2% | -63.2% | -22.7% |
| YTD | +7.1% | +89.8% | -82.7% | -1.1% |
| 1Y | +4.7% | +94.6% | -89.9% | -3.7% |
| 3Y | +345.6% | +367.5% | -22.0% | +274.5% |
| 5Y | +588.3% | +421.4% | +166.9% | +414.4% |
| All | +588.3% | +403.5% | +184.7% | +414.4% |
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