+390.3%
HWM vs RRX
+3.6%
+386.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.1% |
| 7D | -8.0% | -0.7% | -7.3% | -7.9% |
| 30D | -18.0% | -8.0% | -10.0% | -16.3% |
| 3M | -9.5% | -25.1% | +15.6% | -3.8% |
| 6M | -8.4% | -18.3% | +9.9% | -5.9% |
| YTD | +13.6% | +14.2% | -0.5% | +6.0% |
| 1Y | +30.2% | +13.0% | +17.2% | +21.2% |
| All | +390.3% | +3.6% | +386.6% | +390.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling