+7.5%
HWM vs SN
+140.1%
-132.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.2% |
| 7D | +5.0% | +3.5% | +1.5% | +4.3% |
| 30D | +1.5% | +19.4% | -17.9% | -2.0% |
| 3M | -20.3% | +20.9% | -41.2% | -23.5% |
| 6M | -18.0% | +111.1% | -129.1% | -33.7% |
| YTD | +9.5% | +102.8% | -93.3% | -10.3% |
| 1Y | +7.5% | +146.2% | -138.7% | -13.1% |
| All | +7.5% | +140.1% | -132.6% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling