-37.7%
RBLX vs HWM
+775.0%
-812.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.5% | +4.8% | +4.5% |
| 7D | +12.4% | -2.1% | +14.5% | +12.9% |
| 30D | +19.7% | -11.0% | +30.7% | +25.3% |
| 3M | -0.1% | +4.0% | -4.1% | -3.8% |
| 6M | -35.7% | -0.2% | -35.5% | -37.3% |
| YTD | -46.6% | +26.7% | -73.2% | -54.2% |
| 1Y | -66.6% | +44.7% | -111.3% | -73.5% |
| 3Y | +52.3% | +426.1% | -373.8% | -45.4% |
| 5Y | -47.7% | +738.5% | -786.2% | -85.7% |
| All | -37.7% | +775.0% | -812.7% | -83.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling