+1,559.5%
HWM vs RRX
+219.6%
+1,339.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -2.9% | -1.0% |
| 7D | -11.4% | -0.3% | -11.1% | -11.4% |
| 30D | -18.5% | -6.1% | -12.3% | -16.1% |
| 3M | -13.2% | -23.1% | +9.9% | -4.0% |
| 6M | -8.7% | -19.5% | +10.9% | -3.2% |
| YTD | +12.2% | +16.1% | -3.9% | -3.5% |
| 1Y | +24.9% | +12.9% | +12.0% | +7.7% |
| 3Y | +383.9% | +7.9% | +376.0% | +289.8% |
| 5Y | +646.1% | +19.1% | +627.0% | +425.3% |
| All | +1,559.5% | +219.6% | +1,339.9% | +470.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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