+1,573.3%
HWM vs SM
+25.8%
+1,547.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +3.6% | -14.3% | -11.4% |
| 7D | -9.2% | -0.2% | -9.0% | -9.2% |
| 30D | -17.9% | +31.5% | -49.4% | -22.2% |
| 3M | -6.0% | +17.3% | -23.4% | -9.8% |
| 6M | -7.4% | +48.5% | -55.9% | -16.2% |
| YTD | +13.1% | +106.3% | -93.2% | -4.6% |
| 1Y | +29.3% | +47.3% | -18.0% | +15.8% |
| 3Y | +389.9% | -1.4% | +391.3% | +359.8% |
| 5Y | +655.5% | +114.0% | +541.5% | +482.6% |
| All | +1,573.3% | +25.8% | +1,547.5% | +826.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling