+4.4%
HWM vs RVTY
+74.0%
-69.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.8% | -4.0% |
| 7D | +9.4% | -3.6% | +13.0% | +9.8% |
| 30D | -7.0% | +1.4% | -8.3% | -7.1% |
| 3M | -25.9% | +43.2% | -69.1% | -28.9% |
| 6M | -10.8% | +84.5% | -95.3% | -18.2% |
| YTD | +4.3% | +65.2% | -60.9% | -5.0% |
| 1Y | +4.4% | +74.3% | -69.9% | -6.9% |
| All | +4.4% | +74.0% | -69.6% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling