+9.0%
HWM vs ROST
+46.7%
-37.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | +11.1% | +0.9% | +10.3% | +10.9% |
| 30D | +3.0% | +5.1% | -2.2% | +2.1% |
| 3M | -20.7% | -4.3% | -16.5% | -20.0% |
| 6M | -17.2% | +9.4% | -26.6% | -19.3% |
| YTD | +9.1% | +32.5% | -23.4% | +1.9% |
| 1Y | +9.0% | +46.9% | -37.9% | +1.2% |
| All | +9.0% | +46.7% | -37.7% | +1.2% |
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 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