+347.0%
HWM vs SRE
+22.3%
+324.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.8% |
| 7D | +1.6% | -8.4% | +10.0% | +4.5% |
| 30D | -3.9% | -3.2% | -0.8% | -2.9% |
| 3M | -23.2% | -5.3% | -17.9% | -22.0% |
| 6M | -20.0% | -12.6% | -7.4% | -16.7% |
| YTD | +5.7% | -8.8% | +14.5% | +8.1% |
| 1Y | +4.9% | -13.4% | +18.3% | +9.1% |
| 3Y | +347.0% | +24.4% | +322.6% | +311.1% |
| All | +347.0% | +22.3% | +324.7% | +311.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling