+29.3%
HWM vs SFM
-45.2%
+74.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -6.5% | -4.2% | -10.7% |
| 7D | -9.2% | -5.8% | -3.3% | -9.1% |
| 30D | -17.9% | -11.4% | -6.5% | -17.8% |
| 3M | -6.0% | -12.2% | +6.1% | -5.9% |
| 6M | -7.4% | -5.2% | -2.2% | -7.4% |
| YTD | +13.1% | -4.5% | +17.6% | +12.7% |
| 1Y | +29.3% | -45.4% | +74.7% | +32.8% |
| All | +29.3% | -45.2% | +74.5% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling