+797.0%
HWM vs RVMD
+525.1%
+271.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | 0.0% |
| 7D | +11.1% | -0.7% | +11.9% | +11.2% |
| 30D | +3.0% | -6.4% | +9.4% | +3.7% |
| 3M | -20.7% | -14.1% | -6.6% | -19.2% |
| 6M | -17.2% | +21.0% | -38.2% | -20.0% |
| YTD | +9.1% | +121.4% | -112.3% | -6.5% |
| 1Y | +9.0% | +167.9% | -158.9% | -9.4% |
| 3Y | +353.8% | +794.7% | -440.9% | +200.9% |
| 5Y | +608.0% | +437.2% | +170.9% | +364.2% |
| All | +797.0% | +525.1% | +271.9% | +394.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling