+1,516.8%
HWM vs ROL
+214.5%
+1,302.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.1% | +2.2% |
| 7D | +5.0% | +0.8% | +4.2% | +4.7% |
| 30D | +1.5% | +20.6% | -19.1% | -4.6% |
| 3M | -20.3% | +4.5% | -24.8% | -21.7% |
| 6M | -18.0% | -26.5% | +8.5% | -10.1% |
| YTD | +9.5% | -34.8% | +44.3% | +24.3% |
| 1Y | +7.5% | -33.2% | +40.6% | +20.8% |
| 3Y | +355.7% | +4.5% | +351.2% | +327.2% |
| 5Y | +610.2% | +15.5% | +594.7% | +526.8% |
| 10Y | +1,516.8% | +217.2% | +1,299.5% | +652.1% |
| All | +1,516.8% | +214.5% | +1,302.3% | +652.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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