-66.2%
RBLX vs HWM
+26.9%
-93.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +0.9% |
| 7D | +8.1% | -12.5% | +20.6% | +8.7% |
| 30D | +23.9% | -19.0% | +42.9% | +25.8% |
| 3M | +8.1% | -8.6% | +16.8% | +5.5% |
| 6M | -23.7% | -10.2% | -13.6% | -25.7% |
| YTD | -44.6% | +11.3% | -55.9% | -50.3% |
| 1Y | -66.2% | +24.3% | -90.5% | -70.7% |
| All | -66.2% | +26.9% | -93.1% | -70.7% |
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 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