+1,581.2%
HWM vs SRE
+115.8%
+1,465.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -8.0% | +1.5% | -9.5% | -8.9% |
| 30D | -18.0% | +0.8% | -18.8% | -18.5% |
| 3M | -9.5% | -5.8% | -3.7% | -6.9% |
| 6M | -8.4% | -7.8% | -0.6% | -5.1% |
| YTD | +13.6% | -2.4% | +16.0% | +13.9% |
| 1Y | +30.2% | +8.9% | +21.3% | +22.5% |
| 3Y | +392.2% | +31.1% | +361.1% | +297.9% |
| 5Y | +645.2% | +48.6% | +596.6% | +449.7% |
| All | +1,581.2% | +115.8% | +1,465.4% | +1,008.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling