-28.2%
RBLX vs HWM
+645.8%
-674.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.5% |
| 7D | +1.2% | +7.3% | -6.1% | -1.7% |
| 30D | +5.0% | +1.6% | +3.4% | +3.8% |
| 3M | +31.5% | -21.9% | +53.4% | +43.8% |
| 6M | +18.9% | -19.0% | +38.0% | +26.6% |
| YTD | -38.4% | +7.9% | -46.3% | -44.2% |
| 1Y | -50.7% | +9.9% | -60.7% | -55.9% |
| 3Y | +28.8% | +342.1% | -313.3% | -50.5% |
| 5Y | -53.6% | +600.8% | -654.4% | -86.5% |
| All | -28.2% | +645.8% | -674.0% | -79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling