+574.4%
HWM vs SOUN
-25.7%
+600.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +0.5% |
| 7D | -8.0% | -4.4% | -3.6% | -7.9% |
| 30D | -18.0% | -13.1% | -4.9% | -17.6% |
| 3M | -9.5% | -7.7% | -1.8% | -9.4% |
| 6M | -8.4% | -21.2% | +12.8% | -8.0% |
| YTD | +13.6% | -35.0% | +48.6% | +14.8% |
| 1Y | +30.2% | -56.4% | +86.6% | +33.2% |
| 3Y | +392.2% | +181.7% | +210.5% | +361.0% |
| All | +574.4% | -25.7% | +600.1% | +525.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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