+1,773.8%
HWM vs SBAC
+84.1%
+1,689.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.2% |
| 7D | -2.1% | -0.8% | -1.3% | -1.9% |
| 30D | -11.0% | +6.9% | -17.9% | -12.3% |
| 3M | +4.0% | -8.2% | +12.3% | +5.7% |
| 6M | -0.2% | -1.6% | +1.4% | -0.8% |
| YTD | +26.7% | -0.1% | +26.8% | +25.3% |
| 1Y | +44.7% | -0.5% | +45.2% | +43.1% |
| 3Y | +426.1% | -9.1% | +435.2% | +418.9% |
| 5Y | +738.5% | -43.8% | +782.3% | +843.2% |
| All | +1,773.8% | +84.1% | +1,689.7% | +1,627.3% |
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