+1,773.8%
HWM vs SU
+219.4%
+1,554.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -2.1% | +3.6% | -5.7% | -3.7% |
| 30D | -11.0% | +7.9% | -18.9% | -14.1% |
| 3M | +4.0% | +3.5% | +0.5% | +1.4% |
| 6M | -0.2% | +19.0% | -19.2% | -10.4% |
| YTD | +26.7% | +55.0% | -28.3% | -0.2% |
| 1Y | +44.7% | +71.2% | -26.5% | +8.3% |
| 3Y | +426.1% | +117.4% | +308.7% | +238.9% |
| 5Y | +738.5% | +335.2% | +403.3% | +242.4% |
| All | +1,773.8% | +219.4% | +1,554.4% | +727.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling