+577.9%
HWM vs ROP
+1.9%
+576.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.2% |
| 7D | +7.3% | +0.7% | +6.6% | +7.1% |
| 30D | +1.6% | +28.8% | -27.2% | -6.8% |
| 3M | -21.9% | +21.1% | -42.9% | -26.8% |
| 6M | -19.0% | +52.5% | -71.6% | -31.6% |
| YTD | +7.9% | +8.9% | -0.9% | +6.8% |
| 1Y | +9.9% | +8.2% | +1.7% | +9.1% |
| 3Y | +342.1% | -5.2% | +347.3% | +368.4% |
| All | +577.9% | +1.9% | +576.0% | +542.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling