+663.6%
HWM vs S
-56.8%
+720.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.5% |
| 7D | -2.1% | -7.7% | +5.6% | -1.4% |
| 30D | -11.0% | -5.3% | -5.7% | -10.7% |
| 3M | +4.0% | +20.3% | -16.2% | +1.6% |
| 6M | -0.2% | +47.4% | -47.6% | -5.2% |
| YTD | +26.7% | +32.5% | -5.9% | +21.5% |
| 1Y | +44.7% | +9.5% | +35.2% | +41.5% |
| 3Y | +426.1% | +15.5% | +410.6% | +405.2% |
| 5Y | +738.5% | -71.2% | +809.7% | +718.8% |
| All | +663.6% | -56.8% | +720.4% | +664.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling