+325.8%
HWM vs S
+34.5%
+291.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.3% |
| 7D | +3.3% | -13.4% | +16.7% | +4.9% |
| 30D | -7.6% | -14.0% | +6.4% | -6.1% |
| 3M | -28.9% | +4.9% | -33.8% | -30.0% |
| 6M | -19.7% | +42.0% | -61.7% | -24.6% |
| YTD | +0.5% | +45.1% | -44.6% | -6.8% |
| 1Y | +0.3% | +33.1% | -32.8% | -5.6% |
| 3Y | +325.8% | +40.6% | +285.2% | +309.0% |
| All | +325.8% | +34.5% | +291.4% | +309.0% |
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