-19.6%
HWM vs RRC
+17.8%
-37.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +2.4% |
| 7D | +3.4% | -10.8% | +14.2% | +2.8% |
| 30D | -7.5% | +22.3% | -29.9% | -4.7% |
| 3M | -28.9% | +26.6% | -55.5% | -25.8% |
| 6M | -19.6% | +18.9% | -38.5% | -20.0% |
| All | -19.6% | +17.8% | -37.4% | -20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling