+1,559.5%
HWM vs SNY
+64.7%
+1,494.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -11.4% | -3.3% | -8.1% | -10.4% |
| 30D | -18.5% | -2.2% | -16.3% | -17.8% |
| 3M | -13.2% | -3.0% | -10.1% | -12.5% |
| 6M | -8.7% | +2.7% | -11.4% | -9.8% |
| YTD | +12.2% | -6.8% | +19.0% | +14.1% |
| 1Y | +24.9% | -5.3% | +30.2% | +25.8% |
| 3Y | +383.9% | -9.8% | +393.7% | +378.5% |
| 5Y | +646.1% | +9.7% | +636.5% | +550.8% |
| All | +1,559.5% | +64.7% | +1,494.8% | +1,135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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