+1,474.6%
HWM vs ROST
+300.7%
+1,173.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | +0.2% |
| 7D | +7.3% | +0.3% | +7.0% | +7.2% |
| 30D | +1.6% | +0.5% | +1.1% | +1.2% |
| 3M | -21.9% | -5.2% | -16.6% | -20.1% |
| 6M | -19.0% | +9.8% | -28.9% | -24.1% |
| YTD | +7.9% | +29.4% | -21.4% | -7.5% |
| 1Y | +9.9% | +44.4% | -34.4% | -11.4% |
| 3Y | +342.1% | +95.0% | +247.1% | +194.0% |
| 5Y | +600.8% | +111.9% | +488.9% | +325.4% |
| All | +1,474.6% | +300.7% | +1,173.9% | +654.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling