+1,581.2%
HWM vs ROST
+297.9%
+1,283.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.2% | +1.4% |
| 7D | -8.0% | -2.2% | -5.8% | -7.0% |
| 30D | -18.0% | -11.4% | -6.6% | -12.9% |
| 3M | -9.5% | -1.6% | -7.9% | -9.4% |
| 6M | -8.4% | +6.8% | -15.2% | -12.7% |
| YTD | +13.6% | +25.8% | -12.2% | -0.9% |
| 1Y | +30.2% | +52.4% | -22.2% | +2.0% |
| 3Y | +392.2% | +94.4% | +297.9% | +228.1% |
| 5Y | +645.2% | +108.2% | +537.0% | +356.5% |
| All | +1,581.2% | +297.9% | +1,283.3% | +704.8% |
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