+346.7%
HWM vs S
+42.2%
+304.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | +0.4% |
| 7D | +11.1% | +4.1% | +7.1% | +10.6% |
| 30D | +3.0% | -7.2% | +10.1% | +3.6% |
| 3M | -20.7% | 0.0% | -20.7% | -21.3% |
| 6M | -17.2% | +41.6% | -58.8% | -22.2% |
| YTD | +9.1% | +48.6% | -39.5% | +0.8% |
| 1Y | +9.0% | +30.0% | -21.0% | +3.3% |
| All | +346.7% | +42.2% | +304.6% | +329.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling