+4.4%
HWM vs SM
+70.4%
-66.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -15.3% | +11.0% | -6.6% |
| 7D | +9.4% | -21.5% | +30.9% | +5.3% |
| 30D | -7.0% | -11.4% | +4.4% | -8.5% |
| 3M | -25.9% | +0.6% | -26.5% | -25.2% |
| 6M | -10.8% | +0.2% | -11.1% | -9.4% |
| YTD | +4.3% | +69.7% | -65.3% | +5.9% |
| 1Y | +4.4% | +71.6% | -67.2% | +5.3% |
| All | +4.4% | +70.4% | -66.0% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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