+342.1%
HWM vs SFM
+27.3%
+314.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.4% | -1.3% |
| 7D | +7.3% | +6.0% | +1.2% | +6.2% |
| 30D | +1.6% | -19.5% | +21.0% | +4.5% |
| 3M | -21.9% | -37.0% | +15.2% | -15.0% |
| 6M | -19.0% | -41.0% | +22.0% | -11.2% |
| YTD | +7.9% | -34.6% | +42.6% | +13.7% |
| 1Y | +9.9% | -36.3% | +46.2% | +16.4% |
| 3Y | +342.1% | +24.5% | +317.6% | +264.2% |
| All | +342.1% | +27.3% | +314.8% | +264.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling