+1,573.3%
HWM vs SFM
+243.9%
+1,329.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -6.5% | -4.2% | -9.5% |
| 7D | -9.2% | -5.8% | -3.3% | -8.1% |
| 30D | -17.9% | -11.4% | -6.5% | -16.2% |
| 3M | -6.0% | -12.2% | +6.1% | -4.3% |
| 6M | -7.4% | -5.2% | -2.2% | -7.6% |
| YTD | +13.1% | -4.5% | +17.6% | +12.2% |
| 1Y | +29.3% | -45.4% | +74.7% | +42.2% |
| 3Y | +389.9% | +91.1% | +298.8% | +337.3% |
| 5Y | +655.5% | +226.8% | +428.7% | +511.5% |
| All | +1,573.3% | +243.9% | +1,329.4% | +1,190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling