+886.6%
HWM vs SITM
+4,789.7%
-3,903.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | -0.1% |
| 7D | -11.4% | +3.9% | -15.3% | -12.0% |
| 30D | -18.5% | -6.6% | -11.9% | -17.8% |
| 3M | -13.2% | -11.9% | -1.3% | -13.0% |
| 6M | -8.7% | +81.1% | -89.8% | -19.4% |
| YTD | +12.2% | +80.0% | -67.8% | -1.7% |
| 1Y | +24.9% | +145.8% | -120.9% | +2.9% |
| 3Y | +383.9% | +475.9% | -92.0% | +224.3% |
| 5Y | +646.1% | +189.2% | +456.9% | +409.1% |
| All | +886.6% | +4,789.7% | -3,903.1% | +326.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling