+1,388.5%
HWM vs SBAC
+84.1%
+1,304.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +2.9% |
| 7D | +3.4% | +1.2% | +2.2% | +3.0% |
| 30D | -7.5% | +11.2% | -18.7% | -9.8% |
| 3M | -28.9% | +4.5% | -33.3% | -29.8% |
| 6M | -19.6% | -12.2% | -7.5% | -17.8% |
| YTD | +0.6% | -0.1% | +0.7% | -0.8% |
| 1Y | +0.3% | -0.3% | +0.6% | -1.0% |
| 3Y | +326.1% | -8.7% | +334.9% | +319.6% |
| 5Y | +525.2% | -40.2% | +565.3% | +588.7% |
| 10Y | +1,492.9% | +97.3% | +1,395.5% | +1,378.6% |
| All | +1,388.5% | +84.1% | +1,304.4% | +1,268.1% |
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