+7.5%
HWM vs SBAC
-2.9%
+10.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.3% |
| 7D | +5.0% | -2.8% | +7.7% | +5.0% |
| 30D | +1.5% | +3.1% | -1.6% | +1.6% |
| 3M | -20.3% | +5.1% | -25.5% | -20.3% |
| 6M | -18.0% | -11.4% | -6.6% | -16.5% |
| YTD | +9.5% | +0.2% | +9.3% | +16.5% |
| 1Y | +7.5% | -3.9% | +11.4% | +17.8% |
| All | +7.5% | -2.9% | +10.4% | +17.8% |
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