+941.7%
HWM vs RVMD
+644.5%
+297.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -2.1% | +1.0% | -3.1% | -2.2% |
| 30D | -11.0% | +6.4% | -17.4% | -11.9% |
| 3M | +4.0% | +34.9% | -30.9% | -0.7% |
| 6M | -0.2% | +107.6% | -107.8% | -12.1% |
| YTD | +26.7% | +163.7% | -137.0% | +6.2% |
| 1Y | +44.7% | +439.2% | -394.5% | +7.2% |
| 3Y | +426.1% | +499.2% | -73.1% | +267.0% |
| 5Y | +738.5% | +621.7% | +116.8% | +418.9% |
| All | +941.7% | +644.5% | +297.2% | +461.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling