+537.3%
HWM vs S
-48.9%
+586.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +8.0% | -3.0% | +4.3% |
| 7D | +1.6% | +1.6% | 0.0% | +1.4% |
| 30D | -3.9% | -10.5% | +6.5% | -3.1% |
| 3M | -23.2% | +9.9% | -33.1% | -24.4% |
| 6M | -20.0% | +41.8% | -61.8% | -23.5% |
| YTD | +5.7% | +56.8% | -51.1% | -0.7% |
| 1Y | +4.9% | +39.0% | -34.1% | -0.2% |
| 3Y | +347.0% | +53.8% | +293.2% | +317.0% |
| 5Y | +563.0% | -68.6% | +631.6% | +534.4% |
| All | +537.3% | -48.9% | +586.2% | +524.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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