+1,581.2%
HWM vs ROK
+325.6%
+1,255.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.9% |
| 7D | -8.0% | +0.2% | -8.2% | -8.1% |
| 30D | -18.0% | -1.8% | -16.2% | -17.2% |
| 3M | -9.5% | -7.2% | -2.3% | -6.2% |
| 6M | -8.4% | +14.2% | -22.5% | -16.5% |
| YTD | +13.6% | +10.6% | +3.1% | +4.6% |
| 1Y | +30.2% | +25.9% | +4.3% | +10.4% |
| 3Y | +392.2% | +50.8% | +341.5% | +251.1% |
| 5Y | +645.2% | +47.0% | +598.1% | +418.4% |
| All | +1,581.2% | +325.6% | +1,255.6% | +454.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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