-35.4%
RBLX vs HWM
+669.2%
-704.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.7% |
| 7D | +8.1% | -12.5% | +20.6% | +13.9% |
| 30D | +23.9% | -19.0% | +42.9% | +34.4% |
| 3M | +8.1% | -8.6% | +16.8% | +9.6% |
| 6M | -23.7% | -10.2% | -13.6% | -22.7% |
| YTD | -44.6% | +11.3% | -55.9% | -50.1% |
| 1Y | -66.2% | +24.3% | -90.5% | -71.4% |
| 3Y | +54.7% | +382.3% | -327.6% | -43.2% |
| 5Y | -48.9% | +640.6% | -689.6% | -85.3% |
| All | -35.4% | +669.2% | -704.6% | -81.7% |
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