+1,773.8%
HWM vs ROL
+197.0%
+1,576.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | -2.1% | -1.4% | -0.7% | -1.6% |
| 30D | -11.0% | -4.1% | -6.9% | -9.8% |
| 3M | +4.0% | -22.5% | +26.5% | +12.3% |
| 6M | -0.2% | -37.7% | +37.4% | +15.9% |
| YTD | +26.7% | -39.6% | +66.2% | +47.6% |
| 1Y | +44.7% | -36.0% | +80.7% | +64.5% |
| 3Y | +426.1% | -5.1% | +431.2% | +409.5% |
| 5Y | +738.5% | -3.4% | +741.9% | +687.6% |
| All | +1,773.8% | +197.0% | +1,576.8% | +849.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling