+29.3%
HWM vs ROST
+53.6%
-24.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.4% | -10.3% | -10.6% |
| 7D | -9.2% | +0.2% | -9.4% | -9.2% |
| 30D | -17.9% | -10.0% | -7.9% | -16.2% |
| 3M | -6.0% | +1.2% | -7.3% | -6.6% |
| 6M | -7.4% | +8.9% | -16.3% | -10.1% |
| YTD | +13.1% | +28.1% | -15.0% | +6.2% |
| 1Y | +29.3% | +53.0% | -23.7% | +17.3% |
| All | +29.3% | +53.6% | -24.3% | +17.3% |
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