+1,573.3%
HWM vs SBAC
+83.4%
+1,489.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.4% | -10.3% | -10.6% |
| 7D | -9.2% | -0.1% | -9.1% | -9.1% |
| 30D | -17.9% | +3.2% | -21.1% | -18.4% |
| 3M | -6.0% | -5.1% | -1.0% | -5.3% |
| 6M | -7.4% | -2.1% | -5.2% | -7.8% |
| YTD | +13.1% | -0.5% | +13.6% | +12.0% |
| 1Y | +29.3% | +1.1% | +28.2% | +27.4% |
| 3Y | +389.9% | -7.4% | +397.4% | +380.5% |
| 5Y | +655.5% | -44.3% | +699.9% | +752.3% |
| All | +1,573.3% | +83.4% | +1,489.9% | +1,444.0% |
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