+1,484.2%
HWM vs SRE
+100.6%
+1,383.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | -1.8% | -8.2% | +6.4% | +2.9% |
| 30D | -2.7% | -3.6% | +1.0% | -0.8% |
| 3M | -22.7% | -6.3% | -16.5% | -20.3% |
| 6M | -18.9% | -13.0% | -5.9% | -13.2% |
| YTD | +7.1% | -9.2% | +16.3% | +11.5% |
| 1Y | +4.7% | -13.1% | +17.8% | +11.6% |
| 3Y | +345.6% | +22.4% | +323.2% | +273.7% |
| 5Y | +588.3% | +47.1% | +541.1% | +408.2% |
| 10Y | +1,516.2% | +121.0% | +1,395.2% | +1,001.1% |
| All | +1,484.2% | +100.6% | +1,383.6% | +985.1% |
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 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