+506.6%
HWM vs S
-52.7%
+559.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.4% |
| 7D | +3.4% | -13.4% | +16.8% | +4.7% |
| 30D | -7.5% | -14.0% | +6.4% | -6.4% |
| 3M | -28.9% | +4.9% | -33.7% | -29.7% |
| 6M | -19.6% | +42.0% | -61.6% | -23.2% |
| YTD | +0.6% | +45.1% | -44.5% | -4.7% |
| 1Y | +0.3% | +33.1% | -32.7% | -4.2% |
| 3Y | +326.1% | +40.6% | +285.5% | +300.9% |
| 5Y | +525.2% | -67.5% | +592.6% | +504.8% |
| All | +506.6% | -52.7% | +559.2% | +499.1% |
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