+1,579.2%
HWM vs RRC
+63.1%
+1,516.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +5.0% |
| 7D | +1.6% | -10.3% | +11.9% | +3.8% |
| 30D | -3.9% | +19.5% | -23.4% | -7.6% |
| 3M | -23.2% | +27.9% | -51.2% | -27.3% |
| 6M | -20.0% | +21.2% | -41.1% | -23.7% |
| YTD | +5.7% | +39.6% | -33.9% | -2.8% |
| 1Y | +4.9% | +31.3% | -26.4% | -2.5% |
| 3Y | +347.0% | +51.9% | +295.1% | +299.2% |
| 5Y | +563.0% | +110.2% | +452.9% | +431.9% |
| 10Y | +1,579.2% | +56.7% | +1,522.5% | +1,104.2% |
| All | +1,579.2% | +63.1% | +1,516.1% | +1,104.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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