+1,014.0%
HWM vs SITM
+4,608.4%
-3,594.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.5% | -7.0% | -1.5% |
| 7D | -2.1% | +9.7% | -11.8% | -3.6% |
| 30D | -11.0% | +12.7% | -23.7% | -13.5% |
| 3M | +4.0% | -13.4% | +17.5% | +4.3% |
| 6M | -0.2% | +59.6% | -59.8% | -10.3% |
| YTD | +26.7% | +73.3% | -46.7% | +11.6% |
| 1Y | +44.7% | +165.5% | -120.8% | +17.6% |
| 3Y | +426.1% | +368.7% | +57.4% | +264.1% |
| 5Y | +738.5% | +172.5% | +566.0% | +477.3% |
| All | +1,014.0% | +4,608.4% | -3,594.4% | +384.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling