+29.3%
HWM vs SBAC
-0.2%
+29.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.4% | -10.3% | -10.7% |
| 7D | -9.2% | -0.1% | -9.1% | -9.2% |
| 30D | -17.9% | +3.2% | -21.1% | -17.9% |
| 3M | -6.0% | -5.1% | -1.0% | -5.4% |
| 6M | -7.4% | -2.1% | -5.2% | -3.3% |
| YTD | +13.1% | -0.5% | +13.6% | +18.0% |
| 1Y | +29.3% | +1.1% | +28.2% | +36.4% |
| All | +29.3% | -0.2% | +29.5% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling