+306.4%
HWM vs SN
+659.6%
-353.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +2.0% |
| 7D | +3.4% | +7.2% | -3.8% | +2.0% |
| 30D | -7.5% | +20.4% | -27.9% | -10.9% |
| 3M | -28.9% | +23.9% | -52.8% | -32.1% |
| 6M | -19.6% | +93.0% | -112.7% | -30.6% |
| YTD | +0.6% | +99.2% | -98.6% | -14.0% |
| 1Y | +0.3% | +142.6% | -142.3% | -17.6% |
| 3Y | +326.1% | +398.8% | -72.7% | +221.3% |
| All | +306.4% | +659.6% | -353.2% | +204.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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