+1,773.8%
HWM vs RRX
+220.7%
+1,553.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -2.1% | +3.4% | -5.6% | -3.7% |
| 30D | -11.0% | -11.1% | +0.1% | -5.9% |
| 3M | +4.0% | -23.7% | +27.8% | +15.5% |
| 6M | -0.2% | -22.0% | +21.8% | +7.3% |
| YTD | +26.7% | +16.5% | +10.2% | +8.8% |
| 1Y | +44.7% | +11.5% | +33.2% | +25.7% |
| 3Y | +426.1% | +1.5% | +424.6% | +341.9% |
| 5Y | +738.5% | +18.3% | +720.2% | +494.3% |
| All | +1,773.8% | +220.7% | +1,553.1% | +543.3% |
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