+1,524.1%
HWM vs RVTY
+206.3%
+1,317.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +1.6% |
| 7D | +3.4% | -1.2% | +4.6% | +3.7% |
| 30D | -7.5% | +1.0% | -8.6% | -7.9% |
| 3M | -28.9% | +35.8% | -64.7% | -36.0% |
| 6M | -19.6% | +56.7% | -76.3% | -31.4% |
| YTD | +0.6% | +60.7% | -60.1% | -15.9% |
| 1Y | +0.3% | +73.7% | -73.4% | -18.6% |
| 3Y | +326.1% | +82.8% | +243.4% | +224.6% |
| 5Y | +525.2% | -7.0% | +532.2% | +503.1% |
| All | +1,524.1% | +206.3% | +1,317.8% | +605.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling