+577.9%
HWM vs RRC
+134.0%
+443.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.2% |
| 7D | +7.3% | +6.4% | +0.9% | +6.0% |
| 30D | +1.6% | +23.9% | -22.3% | -3.2% |
| 3M | -21.9% | +30.2% | -52.0% | -26.4% |
| 6M | -19.0% | +26.3% | -45.3% | -23.6% |
| YTD | +7.9% | +48.1% | -40.1% | -2.7% |
| 1Y | +9.9% | +37.7% | -27.7% | +0.6% |
| 3Y | +342.1% | +60.3% | +281.8% | +286.2% |
| All | +577.9% | +134.0% | +443.9% | +463.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling