+1,388.5%
HWM vs RRC
+54.6%
+1,333.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +3.1% |
| 7D | +3.4% | -10.8% | +14.2% | +5.7% |
| 30D | -7.5% | +22.3% | -29.9% | -11.5% |
| 3M | -28.9% | +26.6% | -55.5% | -32.5% |
| 6M | -19.6% | +18.9% | -38.5% | -23.1% |
| YTD | +0.6% | +39.2% | -38.6% | -7.4% |
| 1Y | +0.3% | +34.0% | -33.6% | -7.1% |
| 3Y | +326.1% | +42.0% | +284.1% | +285.7% |
| 5Y | +525.2% | +111.9% | +413.3% | +401.1% |
| 10Y | +1,492.9% | +62.8% | +1,430.1% | +1,023.3% |
| All | +1,388.5% | +54.6% | +1,333.9% | +952.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling