+44.7%
HWM vs SRE
+4.7%
+40.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -11.0% | -0.7% | -10.3% | -10.8% |
| 3M | +4.0% | -6.3% | +10.3% | +5.4% |
| 6M | -0.2% | -10.7% | +10.4% | +2.0% |
| YTD | +26.7% | -3.5% | +30.1% | +26.1% |
| 1Y | +44.7% | +5.3% | +39.4% | +43.6% |
| All | +44.7% | +4.7% | +40.0% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 1y: compounded portfolio wealth divided by compounded SRE 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…
1y analysis · Full analysis span regression · 6 months rolling