+4.4%
HWM vs SRE
-7.5%
+11.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -3.6% |
| 7D | +9.4% | -2.1% | +11.5% | +10.0% |
| 30D | -7.0% | +6.1% | -13.0% | -8.4% |
| 3M | -25.9% | -3.5% | -22.3% | -25.3% |
| 6M | -10.8% | -10.8% | 0.0% | -8.4% |
| YTD | +4.3% | -4.0% | +8.3% | +3.0% |
| 1Y | +4.4% | -7.7% | +12.0% | +3.8% |
| All | +4.4% | -7.5% | +11.9% | +3.8% |
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