+655.5%
HWM vs SITM
+168.3%
+487.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -2.1% | -8.6% | -10.4% |
| 7D | -9.2% | +8.4% | -17.5% | -10.3% |
| 30D | -17.9% | -17.4% | -0.4% | -15.6% |
| 3M | -6.0% | -9.8% | +3.8% | -6.2% |
| 6M | -7.4% | +83.0% | -90.3% | -18.7% |
| YTD | +13.1% | +69.6% | -56.5% | -0.3% |
| 1Y | +29.3% | +144.9% | -115.6% | +5.9% |
| 3Y | +389.9% | +429.9% | -39.9% | +227.8% |
| 5Y | +655.5% | +169.2% | +486.4% | +409.5% |
| All | +655.5% | +168.3% | +487.3% | +409.5% |
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