+608.0%
HWM vs SITM
+87.2%
+520.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +11.1% | +32.5% | -21.4% | +5.9% |
| 30D | +3.0% | -18.8% | +21.8% | +5.8% |
| 3M | -20.7% | -30.9% | +10.1% | -17.0% |
| 6M | -17.2% | -44.5% | +27.3% | -11.6% |
| YTD | +9.1% | +33.2% | -24.2% | -1.5% |
| 1Y | +9.0% | +53.8% | -44.8% | -4.3% |
| 3Y | +353.8% | +335.7% | +18.1% | +205.5% |
| 5Y | +608.0% | +84.6% | +523.4% | +389.0% |
| All | +608.0% | +87.2% | +520.8% | +389.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling