+1,516.8%
HWM vs ROST
+321.2%
+1,195.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.0% | +1.3% | +1.8% |
| 7D | +5.0% | -1.8% | +6.8% | +6.0% |
| 30D | +1.5% | +6.8% | -5.3% | -2.0% |
| 3M | -20.3% | -4.0% | -16.3% | -19.0% |
| 6M | -18.0% | +12.9% | -30.9% | -24.2% |
| YTD | +9.5% | +34.7% | -25.2% | -8.1% |
| 1Y | +7.5% | +49.5% | -42.0% | -14.9% |
| 3Y | +355.7% | +101.5% | +254.2% | +198.1% |
| 5Y | +610.2% | +120.7% | +489.5% | +322.3% |
| 10Y | +1,516.8% | +317.8% | +1,198.9% | +656.2% |
| All | +1,516.8% | +321.2% | +1,195.5% | +656.2% |
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