+1,773.8%
HWM vs ROK
+333.3%
+1,440.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -1.2% |
| 7D | -2.1% | +0.7% | -2.8% | -2.5% |
| 30D | -11.0% | -3.3% | -7.7% | -9.3% |
| 3M | +4.0% | -5.9% | +9.9% | +6.8% |
| 6M | -0.2% | +13.9% | -14.1% | -8.9% |
| YTD | +26.7% | +12.6% | +14.1% | +15.3% |
| 1Y | +44.7% | +28.6% | +16.1% | +21.0% |
| 3Y | +426.1% | +45.1% | +381.0% | +285.5% |
| 5Y | +738.5% | +45.6% | +692.9% | +489.2% |
| All | +1,773.8% | +333.3% | +1,440.5% | +511.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling