+342.1%
HWM vs SN
+440.0%
-97.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.9% | -1.7% |
| 7D | +7.3% | +1.5% | +5.8% | +6.9% |
| 30D | +1.6% | +21.5% | -19.9% | -3.0% |
| 3M | -21.9% | +20.0% | -41.9% | -25.5% |
| 6M | -19.0% | +119.9% | -139.0% | -34.4% |
| YTD | +7.9% | +102.3% | -94.4% | -11.1% |
| 1Y | +9.9% | +148.0% | -138.1% | -14.1% |
| 3Y | +342.1% | +450.0% | -107.9% | +204.3% |
| All | +342.1% | +440.0% | -97.9% | +204.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling