+1,773.8%
HWM vs ROST
+306.7%
+1,467.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | -2.1% | +0.9% | -3.0% | -2.6% |
| 30D | -11.0% | -8.9% | -2.1% | -6.8% |
| 3M | +4.0% | -0.8% | +4.9% | +3.8% |
| 6M | -0.2% | +8.5% | -8.7% | -5.7% |
| YTD | +26.7% | +28.6% | -1.9% | +9.2% |
| 1Y | +44.7% | +52.3% | -7.6% | +13.4% |
| 3Y | +426.1% | +94.8% | +331.2% | +250.5% |
| 5Y | +738.5% | +110.8% | +627.7% | +411.0% |
| All | +1,773.8% | +306.7% | +1,467.1% | +786.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling