+326.1%
HWM vs ROP
-3.5%
+329.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +2.8% |
| 7D | +3.4% | +2.1% | +1.2% | +3.1% |
| 30D | -7.5% | +32.9% | -40.5% | -11.1% |
| 3M | -28.9% | +20.3% | -49.2% | -30.5% |
| 6M | -19.6% | +36.8% | -56.4% | -23.6% |
| YTD | +0.6% | +8.1% | -7.5% | +5.4% |
| 1Y | +0.3% | +8.3% | -7.9% | +4.9% |
| 3Y | +326.1% | -3.2% | +329.4% | +372.4% |
| All | +326.1% | -3.5% | +329.7% | +372.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling