+1,387.4%
HWM vs SBAC
+84.1%
+1,303.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +2.8% |
| 7D | +3.3% | +1.2% | +2.1% | +2.9% |
| 30D | -7.6% | +11.2% | -18.8% | -9.9% |
| 3M | -28.9% | +4.5% | -33.4% | -29.8% |
| 6M | -19.7% | -12.2% | -7.5% | -17.9% |
| YTD | +0.5% | -0.1% | +0.7% | -0.8% |
| 1Y | +0.3% | -0.3% | +0.5% | -1.1% |
| 3Y | +325.8% | -8.7% | +334.6% | +319.3% |
| 5Y | +524.7% | -40.2% | +564.9% | +588.2% |
| 10Y | +1,491.8% | +97.3% | +1,394.4% | +1,377.5% |
| All | +1,387.4% | +84.1% | +1,303.3% | +1,267.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling