+1,773.8%
HWM vs RVTY
+161.8%
+1,612.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -2.1% | +1.1% | -3.2% | -2.5% |
| 30D | -11.0% | +13.2% | -24.2% | -14.7% |
| 3M | +4.0% | +27.2% | -23.2% | -4.5% |
| 6M | -0.2% | +32.4% | -32.6% | -10.2% |
| YTD | +26.7% | +34.9% | -8.2% | +12.4% |
| 1Y | +44.7% | +52.4% | -7.7% | +22.5% |
| 3Y | +426.1% | +12.3% | +413.8% | +378.4% |
| 5Y | +738.5% | -30.8% | +769.3% | +806.3% |
| All | +1,773.8% | +161.8% | +1,612.0% | +753.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling