+306.1%
HWM vs SN
+659.6%
-353.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.2% | +1.9% |
| 7D | +3.3% | +7.2% | -3.9% | +1.9% |
| 30D | -7.6% | +20.4% | -28.0% | -11.0% |
| 3M | -28.9% | +23.9% | -52.8% | -32.2% |
| 6M | -19.7% | +93.0% | -112.7% | -30.7% |
| YTD | +0.5% | +99.2% | -98.7% | -14.1% |
| 1Y | +0.3% | +142.6% | -142.3% | -17.7% |
| 3Y | +325.8% | +398.8% | -73.0% | +221.0% |
| All | +306.1% | +659.6% | -353.5% | +204.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling