+640.6%
HWM vs SU
+341.5%
+299.1%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -12.5% | +1.7% | -14.2% | -12.9% |
| 30D | -19.0% | +9.6% | -28.6% | -21.0% |
| 3M | -8.6% | +11.7% | -20.3% | -11.6% |
| 6M | -10.2% | +21.9% | -32.1% | -16.6% |
| YTD | +11.3% | +58.6% | -47.3% | -5.4% |
| 1Y | +24.3% | +66.5% | -42.3% | +3.8% |
| 3Y | +382.3% | +121.4% | +260.8% | +261.5% |
| 5Y | +640.6% | +355.7% | +284.9% | +313.8% |
| All | +640.6% | +341.5% | +299.1% | +313.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling