+577.9%
HWM vs SIRI
-41.4%
+619.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.4% | -1.1% |
| 7D | +7.3% | -1.7% | +9.0% | +7.5% |
| 30D | +1.6% | +21.1% | -19.5% | -0.6% |
| 3M | -21.9% | +14.7% | -36.6% | -23.2% |
| 6M | -19.0% | +22.9% | -42.0% | -21.2% |
| YTD | +7.9% | +65.7% | -57.8% | +1.2% |
| 1Y | +9.9% | +53.5% | -43.5% | +4.0% |
| 3Y | +342.1% | -23.0% | +365.1% | +340.9% |
| All | +577.9% | -41.4% | +619.3% | +668.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling