+24.3%
HWM vs RSG
-2.0%
+26.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -2.2% |
| 7D | -12.5% | -1.8% | -10.7% | -12.9% |
| 30D | -19.0% | +2.8% | -21.8% | -18.3% |
| 3M | -8.6% | +4.3% | -12.9% | -7.4% |
| 6M | -10.2% | -0.5% | -9.6% | -10.1% |
| YTD | +11.3% | +5.2% | +6.1% | +11.7% |
| 1Y | +24.3% | -2.1% | +26.4% | +25.4% |
| All | +24.3% | -2.0% | +26.3% | +25.4% |
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