+1,579.2%
HWM vs SBAC
+97.3%
+1,481.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.6% | +5.0% |
| 7D | +1.6% | +3.0% | -1.4% | +0.9% |
| 30D | -3.9% | +4.3% | -8.2% | -5.0% |
| 3M | -23.2% | +4.1% | -27.4% | -24.1% |
| 6M | -20.0% | -11.6% | -8.4% | -18.3% |
| YTD | +5.7% | +0.4% | +5.3% | +4.2% |
| 1Y | +4.9% | -1.1% | +6.0% | +3.7% |
| 3Y | +347.0% | -7.3% | +354.2% | +338.2% |
| 5Y | +563.0% | -40.8% | +603.8% | +633.4% |
| 10Y | +1,579.2% | +103.0% | +1,476.2% | +1,565.4% |
| All | +1,579.2% | +97.3% | +1,481.9% | +1,565.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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