+741.5%
HWM vs ROL
-3.8%
+745.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -2.1% | -1.4% | -0.7% | -1.8% |
| 30D | -11.0% | -4.1% | -6.9% | -10.2% |
| 3M | +4.0% | -22.5% | +26.5% | +10.1% |
| 6M | -0.2% | -37.7% | +37.4% | +11.9% |
| YTD | +26.7% | -39.6% | +66.2% | +42.1% |
| 1Y | +44.7% | -36.0% | +80.7% | +59.1% |
| 3Y | +426.1% | -5.1% | +431.2% | +406.0% |
| All | +741.5% | -3.8% | +745.2% | +649.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling