+327.0%
HWM vs SN
+681.9%
-354.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.9% | +2.1% | +4.5% |
| 7D | +1.6% | +7.6% | -6.0% | +0.1% |
| 30D | -3.9% | +24.1% | -28.0% | -8.0% |
| 3M | -23.2% | +23.7% | -46.9% | -26.7% |
| 6M | -20.0% | +105.5% | -125.5% | -31.8% |
| YTD | +5.7% | +105.1% | -99.4% | -10.1% |
| 1Y | +4.9% | +148.3% | -143.4% | -14.3% |
| 3Y | +347.0% | +438.7% | -91.7% | +234.4% |
| All | +327.0% | +681.9% | -354.9% | +218.0% |
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