+645.2%
HWM vs SIRI
-44.1%
+689.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | -8.0% | -3.9% | -4.1% | -7.6% |
| 30D | -18.0% | -0.8% | -17.2% | -18.0% |
| 3M | -9.5% | +4.3% | -13.8% | -10.1% |
| 6M | -8.4% | +34.1% | -42.4% | -11.8% |
| YTD | +13.6% | +47.3% | -33.7% | +8.0% |
| 1Y | +30.2% | +22.9% | +7.3% | +26.2% |
| 3Y | +392.2% | -24.6% | +416.8% | +388.7% |
| 5Y | +645.2% | -43.2% | +688.4% | +678.5% |
| All | +645.2% | -44.1% | +689.3% | +678.5% |
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