+1,573.3%
HWM vs ROL
+189.4%
+1,383.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.5% | -8.2% | -9.9% |
| 7D | -9.2% | -3.4% | -5.7% | -8.1% |
| 30D | -17.9% | -6.9% | -10.9% | -15.9% |
| 3M | -6.0% | -24.6% | +18.6% | +2.4% |
| 6M | -7.4% | -39.5% | +32.2% | +8.8% |
| YTD | +13.1% | -41.1% | +54.2% | +33.1% |
| 1Y | +29.3% | -37.9% | +67.2% | +48.6% |
| 3Y | +389.9% | +0.8% | +389.1% | +363.7% |
| 5Y | +655.5% | -4.7% | +660.2% | +612.9% |
| All | +1,573.3% | +189.4% | +1,383.9% | +755.9% |
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