-48.4%
RBLX vs HWM
+658.8%
-707.3%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.9% |
| 7D | +8.0% | -8.0% | +16.1% | +11.4% |
| 30D | +20.2% | -18.0% | +38.2% | +29.8% |
| 3M | +3.5% | -9.5% | +13.0% | +5.6% |
| 6M | -28.9% | -8.4% | -20.6% | -28.6% |
| YTD | -45.1% | +13.6% | -58.7% | -51.2% |
| 1Y | -66.2% | +30.2% | -96.5% | -72.2% |
| 3Y | +53.5% | +392.2% | -338.8% | -47.2% |
| 5Y | -48.4% | +645.2% | -693.6% | -86.3% |
| All | -48.4% | +658.8% | -707.3% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling