+1,579.2%
HWM vs ROL
+222.1%
+1,357.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.1% | +3.0% | +4.4% |
| 7D | +1.6% | +7.5% | -5.9% | -0.8% |
| 30D | -3.9% | +21.1% | -25.1% | -9.8% |
| 3M | -23.2% | +3.1% | -26.4% | -24.2% |
| 6M | -20.0% | -27.4% | +7.5% | -11.8% |
| YTD | +5.7% | -34.7% | +40.4% | +19.9% |
| 1Y | +4.9% | -32.9% | +37.8% | +17.7% |
| 3Y | +347.0% | +6.1% | +340.9% | +316.7% |
| 5Y | +563.0% | +16.3% | +546.7% | +483.8% |
| 10Y | +1,579.2% | +214.9% | +1,364.3% | +717.7% |
| All | +1,579.2% | +222.1% | +1,357.1% | +717.7% |
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