+1,547.2%
HWM vs SIRI
-13.0%
+1,560.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.3% |
| 7D | -12.5% | -3.0% | -9.5% | -11.8% |
| 30D | -19.0% | +1.3% | -20.3% | -19.4% |
| 3M | -8.6% | +5.6% | -14.2% | -10.4% |
| 6M | -10.2% | +35.2% | -45.3% | -18.0% |
| YTD | +11.3% | +49.1% | -37.7% | -1.5% |
| 1Y | +24.3% | +26.8% | -2.5% | +14.4% |
| 3Y | +382.3% | -23.7% | +405.9% | +377.0% |
| 5Y | +640.6% | -41.8% | +682.5% | +646.8% |
| All | +1,547.2% | -13.0% | +1,560.1% | +1,244.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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