-52.6%
RBLX vs HWM
+5.4%
-58.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -4.3% | +12.8% | +8.5% |
| 7D | -7.5% | +9.4% | -16.9% | -7.3% |
| 30D | +10.6% | -7.0% | +17.6% | +9.9% |
| 3M | +33.3% | -25.9% | +59.1% | +33.5% |
| 6M | +3.7% | -10.8% | +14.5% | -0.9% |
| YTD | -39.1% | +4.3% | -43.5% | -44.3% |
| 1Y | -52.6% | +4.4% | -57.0% | -55.2% |
| All | -52.6% | +5.4% | -58.0% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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