+545.6%
HWM vs S
-49.1%
+594.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | -1.8% | +1.4% | -3.1% | -1.9% |
| 30D | -2.7% | -10.8% | +8.1% | -1.8% |
| 3M | -22.7% | +5.4% | -28.1% | -23.6% |
| 6M | -18.9% | +41.2% | -60.2% | -22.5% |
| YTD | +7.1% | +56.2% | -49.1% | +0.7% |
| 1Y | +4.7% | +36.3% | -31.6% | -0.2% |
| 3Y | +345.6% | +49.4% | +296.2% | +316.7% |
| 5Y | +588.3% | -66.9% | +655.1% | +559.5% |
| All | +545.6% | -49.1% | +594.7% | +533.1% |
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