+325.8%
HWM vs ROL
+3.8%
+322.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +2.7% |
| 7D | +3.3% | +9.5% | -6.2% | +1.9% |
| 30D | -7.6% | +22.9% | -30.5% | -10.4% |
| 3M | -28.9% | +3.5% | -32.5% | -29.2% |
| 6M | -19.7% | -29.4% | +9.7% | -14.4% |
| YTD | +0.5% | -36.1% | +36.6% | +8.1% |
| 1Y | +0.3% | -34.4% | +34.6% | +7.0% |
| 3Y | +325.8% | +4.0% | +321.8% | +264.5% |
| All | +325.8% | +3.8% | +322.0% | +264.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling