+655.5%
HWM vs SRE
+51.2%
+604.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +1.7% | -12.4% | -11.4% |
| 7D | -9.2% | +1.4% | -10.6% | -9.8% |
| 30D | -17.9% | +1.9% | -19.8% | -18.6% |
| 3M | -6.0% | -3.3% | -2.8% | -5.0% |
| 6M | -7.4% | -6.4% | -0.9% | -5.4% |
| YTD | +13.1% | -1.8% | +14.9% | +13.0% |
| 1Y | +29.3% | +10.7% | +18.6% | +22.3% |
| 3Y | +389.9% | +31.8% | +358.1% | +306.8% |
| 5Y | +655.5% | +49.2% | +606.3% | +477.8% |
| All | +655.5% | +51.2% | +604.4% | +477.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling