+325.8%
HWM vs SM
-20.0%
+345.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.5% | +2.4% |
| 7D | +3.3% | -25.9% | +29.2% | +5.9% |
| 30D | -7.6% | -15.1% | +7.5% | -6.5% |
| 3M | -28.9% | +4.9% | -33.8% | -30.0% |
| 6M | -19.7% | +6.1% | -25.8% | -21.9% |
| YTD | +0.5% | +63.4% | -62.9% | -12.6% |
| 1Y | +0.3% | +72.5% | -72.2% | -14.3% |
| 3Y | +325.8% | -16.9% | +342.7% | +336.2% |
| All | +325.8% | -20.0% | +345.9% | +336.2% |
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