+1,524.1%
HWM vs ROL
+216.1%
+1,308.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.1% | +4.6% | +3.2% |
| 7D | +3.4% | +9.5% | -6.1% | +0.4% |
| 30D | -7.5% | +22.9% | -30.5% | -13.7% |
| 3M | -28.9% | +3.5% | -32.4% | -29.9% |
| 6M | -19.6% | -29.4% | +9.8% | -10.7% |
| YTD | +0.6% | -36.1% | +36.7% | +14.8% |
| 1Y | +0.3% | -34.4% | +34.7% | +13.3% |
| 3Y | +326.1% | +4.0% | +322.1% | +299.6% |
| 5Y | +525.2% | +13.2% | +511.9% | +455.3% |
| All | +1,524.1% | +216.1% | +1,308.0% | +692.9% |
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