+537.4%
HWM vs RVTY
-7.4%
+544.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +1.9% |
| 7D | +3.4% | -1.2% | +4.6% | +3.7% |
| 30D | -7.5% | +1.0% | -8.6% | -7.8% |
| 3M | -28.9% | +35.8% | -64.7% | -34.0% |
| 6M | -19.6% | +56.7% | -76.3% | -28.3% |
| YTD | +0.6% | +60.7% | -60.1% | -11.6% |
| 1Y | +0.3% | +73.7% | -73.4% | -13.8% |
| 3Y | +326.1% | +82.8% | +243.4% | +251.0% |
| All | +537.4% | -7.4% | +544.8% | +564.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling