+1,773.8%
HWM vs SIRI
-12.6%
+1,786.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.2% | +0.2% |
| 7D | -2.1% | +1.6% | -3.7% | -2.6% |
| 30D | -11.0% | -4.7% | -6.3% | -10.0% |
| 3M | +4.0% | +5.3% | -1.2% | +2.1% |
| 6M | -0.2% | +30.5% | -30.7% | -8.1% |
| YTD | +26.7% | +49.6% | -23.0% | +11.9% |
| 1Y | +44.7% | +28.5% | +16.2% | +32.6% |
| 3Y | +426.1% | -27.5% | +453.6% | +431.2% |
| 5Y | +738.5% | -44.7% | +783.2% | +773.5% |
| All | +1,773.8% | -12.6% | +1,786.4% | +1,428.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling