+1,573.3%
HWM vs ROP
+142.9%
+1,430.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.9% | -7.8% | -8.9% |
| 7D | -9.2% | -5.4% | -3.7% | -5.8% |
| 30D | -17.9% | -1.6% | -16.2% | -17.1% |
| 3M | -6.0% | +18.8% | -24.9% | -17.5% |
| 6M | -7.4% | +8.2% | -15.6% | -14.3% |
| YTD | +13.1% | -10.5% | +23.6% | +18.1% |
| 1Y | +29.3% | -23.7% | +53.1% | +51.2% |
| 3Y | +389.9% | -17.9% | +407.8% | +431.6% |
| 5Y | +655.5% | -15.3% | +670.9% | +682.9% |
| All | +1,573.3% | +142.9% | +1,430.4% | +520.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ROP 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling