+388.0%
HWM vs SIRI
-23.5%
+411.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.7% | -10.0% | -10.6% |
| 7D | -9.2% | +4.3% | -13.4% | -9.5% |
| 30D | -17.9% | -2.8% | -15.0% | -17.7% |
| 3M | -6.0% | +5.9% | -12.0% | -6.7% |
| 6M | -7.4% | +31.9% | -39.3% | -9.8% |
| YTD | +13.1% | +48.7% | -35.6% | +8.7% |
| 1Y | +29.3% | +23.2% | +6.1% | +26.3% |
| All | +388.0% | -23.5% | +411.5% | +369.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling