+342.1%
HWM vs SM
-3.9%
+346.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +7.3% | +9.4% | -2.1% | +6.4% |
| 30D | +1.6% | -14.4% | +15.9% | +2.7% |
| 3M | -21.9% | +1.6% | -23.4% | -22.6% |
| 6M | -19.0% | +6.3% | -25.4% | -20.9% |
| YTD | +7.9% | +78.8% | -70.8% | -6.9% |
| 1Y | +9.9% | +83.1% | -73.2% | -6.0% |
| 3Y | +342.1% | -5.9% | +348.0% | +348.8% |
| All | +342.1% | -3.9% | +346.1% | +348.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling