+1,497.0%
HWM vs RRX
+248.1%
+1,248.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | +0.1% |
| 7D | +7.3% | +4.3% | +3.0% | +5.1% |
| 30D | +1.6% | +12.3% | -10.7% | -4.1% |
| 3M | -21.9% | +3.7% | -25.5% | -23.6% |
| 6M | -19.0% | -13.9% | -5.1% | -15.9% |
| YTD | +7.9% | +26.5% | -18.5% | -11.2% |
| 1Y | +9.9% | +29.3% | -19.4% | -11.1% |
| 3Y | +342.1% | +65.6% | +276.6% | +180.3% |
| 5Y | +600.8% | +10.6% | +590.1% | +436.0% |
| 10Y | +1,493.8% | +202.9% | +1,290.9% | +459.7% |
| All | +1,497.0% | +248.1% | +1,248.9% | +424.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling