+701.4%
HWM vs ROIV
+248.8%
+452.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.2% | -1.7% | -5.5% |
| 7D | -2.4% | -2.4% | 0.0% | -2.3% |
| 30D | -13.3% | +3.1% | -16.3% | -13.6% |
| 3M | -31.0% | +5.8% | -36.9% | -31.8% |
| 6M | -17.1% | +29.3% | -46.5% | -19.9% |
| YTD | -1.9% | +68.8% | -70.6% | -7.8% |
| 1Y | -2.4% | +81.0% | -83.4% | -9.0% |
| 3Y | +322.2% | +294.6% | +27.6% | +265.4% |
| 5Y | +509.8% | +373.1% | +136.7% | +380.6% |
| All | +701.4% | +248.8% | +452.6% | +568.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling