+1,579.2%
HWM vs ROP
+189.6%
+1,389.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.0% | +6.1% | +5.7% |
| 7D | +1.6% | -1.6% | +3.2% | +2.3% |
| 30D | -3.9% | +29.5% | -33.5% | -19.1% |
| 3M | -23.2% | +17.5% | -40.8% | -31.6% |
| 6M | -20.0% | +38.1% | -58.0% | -37.1% |
| YTD | +5.7% | +7.0% | -1.3% | -2.5% |
| 1Y | +4.9% | +6.5% | -1.7% | -3.1% |
| 3Y | +347.0% | -5.5% | +352.5% | +342.0% |
| 5Y | +563.0% | -0.4% | +563.4% | +516.8% |
| 10Y | +1,579.2% | +183.6% | +1,395.6% | +441.0% |
| All | +1,579.2% | +189.6% | +1,389.5% | +441.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling