+655.5%
HWM vs RVMD
+570.7%
+84.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -1.3% | -9.4% | -10.6% |
| 7D | -9.2% | -1.2% | -7.9% | -9.0% |
| 30D | -17.9% | +1.1% | -18.9% | -17.9% |
| 3M | -6.0% | +39.6% | -45.7% | -9.3% |
| 6M | -7.4% | +110.7% | -118.0% | -15.2% |
| YTD | +13.1% | +160.3% | -147.2% | +0.4% |
| 1Y | +29.3% | +404.9% | -375.6% | +5.8% |
| 3Y | +389.9% | +545.5% | -155.5% | +281.5% |
| 5Y | +655.5% | +584.7% | +70.9% | +445.3% |
| All | +655.5% | +570.7% | +84.8% | +445.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling