+563.0%
HWM vs SRE
+47.0%
+516.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.8% | +4.3% | +4.7% |
| 7D | +1.6% | -8.4% | +10.0% | +5.4% |
| 30D | -3.9% | -3.2% | -0.8% | -2.7% |
| 3M | -23.2% | -5.3% | -17.9% | -21.6% |
| 6M | -20.0% | -12.6% | -7.4% | -15.7% |
| YTD | +5.7% | -8.8% | +14.5% | +8.9% |
| 1Y | +4.9% | -13.4% | +18.3% | +10.5% |
| 3Y | +347.0% | +24.4% | +322.6% | +277.1% |
| 5Y | +563.0% | +47.3% | +515.7% | +382.0% |
| All | +563.0% | +47.0% | +516.0% | +382.0% |
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