+4.4%
HWM vs RSG
+19.5%
-15.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.0% |
| 7D | +9.4% | +5.1% | +4.3% | +11.0% |
| 30D | -7.0% | +15.3% | -22.3% | -3.2% |
| 3M | -25.9% | +18.6% | -44.4% | -22.0% |
| 6M | -10.8% | +19.5% | -30.4% | -6.4% |
| YTD | +4.3% | +17.2% | -12.9% | +7.3% |
| 1Y | +4.4% | +19.6% | -15.2% | +6.0% |
| All | +4.4% | +19.5% | -15.1% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 1y: compounded portfolio wealth divided by compounded RSG 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…
1y analysis · Full analysis span regression · 6 months rolling