+815.7%
HWM vs RVMD
+620.8%
+194.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.7% |
| 7D | -12.5% | -3.6% | -8.9% | -12.0% |
| 30D | -19.0% | -1.1% | -17.9% | -18.8% |
| 3M | -8.6% | +41.0% | -49.6% | -13.3% |
| 6M | -10.2% | +105.7% | -115.9% | -20.7% |
| YTD | +11.3% | +155.3% | -144.0% | -6.2% |
| 1Y | +24.3% | +402.7% | -378.5% | -6.9% |
| 3Y | +382.3% | +533.1% | -150.8% | +232.6% |
| 5Y | +640.6% | +583.5% | +57.1% | +363.5% |
| All | +815.7% | +620.8% | +194.8% | +396.4% |
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