+1,388.5%
HWM vs ROST
+308.2%
+1,080.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.4% |
| 7D | +3.4% | +1.2% | +2.1% | +2.5% |
| 30D | -7.5% | +2.5% | -10.0% | -8.9% |
| 3M | -28.9% | -9.0% | -19.9% | -25.8% |
| 6M | -19.6% | +1.3% | -21.0% | -21.6% |
| YTD | +0.6% | +29.1% | -28.5% | -13.7% |
| 1Y | +0.3% | +45.4% | -45.1% | -19.5% |
| 3Y | +326.1% | +94.9% | +231.3% | +183.3% |
| 5Y | +525.2% | +104.0% | +421.2% | +288.4% |
| 10Y | +1,492.9% | +314.8% | +1,178.1% | +648.0% |
| All | +1,388.5% | +308.2% | +1,080.3% | +600.8% |
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 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