+610.2%
HWM vs RVMD
+466.1%
+144.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.4% | +8.7% | +2.9% |
| 7D | +5.0% | -9.5% | +14.5% | +6.0% |
| 30D | +1.5% | -6.8% | +8.3% | +2.1% |
| 3M | -20.3% | -12.1% | -8.2% | -19.4% |
| 6M | -18.0% | +25.4% | -43.4% | -20.2% |
| YTD | +9.5% | +126.9% | -117.4% | -1.6% |
| 1Y | +7.5% | +182.0% | -174.5% | -5.9% |
| 3Y | +355.7% | +816.8% | -461.1% | +246.0% |
| 5Y | +610.2% | +464.0% | +146.2% | +431.6% |
| All | +610.2% | +466.1% | +144.1% | +431.6% |
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