+1,773.8%
HWM vs SRE
+113.3%
+1,660.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.1% |
| 7D | -2.1% | -0.3% | -1.8% | -1.8% |
| 30D | -11.0% | -0.7% | -10.3% | -10.7% |
| 3M | +4.0% | -6.3% | +10.3% | +7.5% |
| 6M | -0.2% | -10.7% | +10.4% | +5.3% |
| YTD | +26.7% | -3.5% | +30.1% | +27.9% |
| 1Y | +44.7% | +5.3% | +39.4% | +38.8% |
| 3Y | +426.1% | +31.8% | +394.3% | +323.9% |
| 5Y | +738.5% | +47.4% | +691.1% | +521.9% |
| All | +1,773.8% | +113.3% | +1,660.5% | +1,145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling