+346.7%
HWM vs RRC
+58.8%
+287.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +11.1% | +2.5% | +8.6% | +10.5% |
| 30D | +3.0% | +21.1% | -18.2% | -1.5% |
| 3M | -20.7% | +28.4% | -49.1% | -25.3% |
| 6M | -17.2% | +26.5% | -43.6% | -22.0% |
| YTD | +9.1% | +47.0% | -38.0% | -3.5% |
| 1Y | +9.0% | +35.2% | -26.2% | -1.0% |
| All | +346.7% | +58.8% | +287.9% | +285.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling