+1,497.0%
HWM vs RSG
+466.8%
+1,030.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +7.3% | +2.5% | +4.8% | +5.4% |
| 30D | +1.6% | +12.7% | -11.1% | -7.7% |
| 3M | -21.9% | +17.9% | -39.8% | -31.5% |
| 6M | -19.0% | +25.0% | -44.0% | -33.1% |
| YTD | +7.9% | +20.8% | -12.9% | -9.6% |
| 1Y | +9.9% | +24.3% | -14.3% | -10.3% |
| 3Y | +342.1% | +65.3% | +276.9% | +173.0% |
| 5Y | +600.8% | +99.1% | +501.7% | +254.9% |
| 10Y | +1,493.8% | +452.4% | +1,041.4% | +224.5% |
| All | +1,497.0% | +466.8% | +1,030.2% | +203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling