+4.4%
HWM vs ROST
+54.7%
-50.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.1% | -10.4% | -5.4% |
| 7D | +9.4% | +7.8% | +1.6% | +7.8% |
| 30D | -7.0% | +8.6% | -15.5% | -8.4% |
| 3M | -25.9% | -1.9% | -23.9% | -25.6% |
| 6M | -10.8% | +9.1% | -20.0% | -12.7% |
| YTD | +4.3% | +37.2% | -32.9% | -3.4% |
| 1Y | +4.4% | +52.7% | -48.4% | -3.9% |
| All | +4.4% | +54.7% | -50.3% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling