+1,581.2%
HWM vs SNY
+65.0%
+1,516.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -8.0% | -3.6% | -4.4% | -6.9% |
| 30D | -18.0% | -1.4% | -16.6% | -17.6% |
| 3M | -9.5% | -4.2% | -5.3% | -8.4% |
| 6M | -8.4% | +2.0% | -10.4% | -9.3% |
| YTD | +13.6% | -6.7% | +20.3% | +15.6% |
| 1Y | +30.2% | -4.7% | +34.9% | +30.9% |
| 3Y | +392.2% | -8.1% | +400.4% | +382.5% |
| 5Y | +645.2% | +8.2% | +637.0% | +555.1% |
| All | +1,581.2% | +65.0% | +1,516.2% | +1,151.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling