+326.1%
HWM vs SFM
+18.5%
+307.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.8% | +7.4% | +3.4% |
| 7D | +3.4% | -1.2% | +4.6% | +3.4% |
| 30D | -7.5% | -24.8% | +17.2% | -3.6% |
| 3M | -28.9% | -43.7% | +14.8% | -20.8% |
| 6M | -19.6% | -37.3% | +17.7% | -13.9% |
| YTD | +0.6% | -38.4% | +39.0% | +7.1% |
| 1Y | +0.3% | -36.9% | +37.2% | +5.4% |
| 3Y | +326.1% | +20.7% | +305.5% | +249.4% |
| All | +326.1% | +18.5% | +307.6% | +249.4% |
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 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