+4.4%
HWM vs SITM
+47.5%
-43.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.4% | +5.1% | -3.1% |
| 7D | +9.4% | -19.5% | +28.9% | +12.2% |
| 30D | -7.0% | -43.2% | +36.2% | -0.8% |
| 3M | -25.9% | -30.8% | +5.0% | -23.4% |
| 6M | -10.8% | -28.6% | +17.8% | -9.8% |
| YTD | +4.3% | +14.2% | -9.9% | -1.3% |
| 1Y | +4.4% | +44.4% | -40.0% | -2.0% |
| All | +4.4% | +47.5% | -43.1% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling