+29.3%
HWM vs RVTY
+48.7%
-19.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.4% | -8.3% | -10.4% |
| 7D | -9.2% | +0.4% | -9.6% | -9.1% |
| 30D | -17.9% | +10.8% | -28.7% | -19.0% |
| 3M | -6.0% | +26.8% | -32.8% | -9.6% |
| 6M | -7.4% | +39.3% | -46.7% | -13.1% |
| YTD | +13.1% | +31.6% | -18.5% | +5.7% |
| 1Y | +29.3% | +47.7% | -18.4% | +18.6% |
| All | +29.3% | +48.7% | -19.4% | +18.6% |
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