+342.1%
HWM vs SU
+132.3%
+209.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.1% |
| 7D | +7.3% | +1.7% | +5.6% | +7.0% |
| 30D | +1.6% | -7.9% | +9.4% | +2.5% |
| 3M | -21.9% | +7.5% | -29.4% | -22.9% |
| 6M | -19.0% | +7.2% | -26.3% | -20.2% |
| YTD | +7.9% | +60.9% | -53.0% | -7.1% |
| 1Y | +9.9% | +63.6% | -53.7% | -5.9% |
| 3Y | +342.1% | +128.9% | +213.3% | +264.8% |
| All | +342.1% | +132.3% | +209.8% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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