+1,773.8%
HWM vs SM
+21.4%
+1,752.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | 0.0% |
| 7D | -2.1% | +0.1% | -2.2% | -2.2% |
| 30D | -11.0% | +26.3% | -37.3% | -15.0% |
| 3M | +4.0% | +8.7% | -4.6% | +1.4% |
| 6M | -0.2% | +51.7% | -51.9% | -10.2% |
| YTD | +26.7% | +99.0% | -72.4% | +7.6% |
| 1Y | +44.7% | +34.6% | +10.1% | +31.9% |
| 3Y | +426.1% | -7.8% | +433.8% | +400.5% |
| 5Y | +738.5% | +104.8% | +633.7% | +552.5% |
| All | +1,773.8% | +21.4% | +1,752.4% | +945.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling