+608.0%
HWM vs S
-70.0%
+678.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | +0.3% |
| 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% | -21.4% |
| YTD | +9.1% | +48.6% | -39.5% | +2.2% |
| 1Y | +9.0% | +30.0% | -21.0% | +3.9% |
| 3Y | +353.8% | +42.2% | +311.7% | +321.8% |
| 5Y | +608.0% | -70.8% | +678.8% | +610.0% |
| All | +608.0% | -70.0% | +678.1% | +610.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling