+342.3%
HWM vs SN
+673.1%
-330.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -30.5% |
| YTD | +9.5% | +102.8% | -93.3% | -6.7% |
| 1Y | +7.5% | +146.2% | -138.7% | -12.0% |
| 3Y | +355.7% | +441.4% | -85.8% | +241.3% |
| All | +342.3% | +673.1% | -330.8% | +230.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling