+1,497.0%
HWM vs SU
+231.7%
+1,265.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | +7.3% | +1.7% | +5.6% | +6.4% |
| 30D | +1.6% | -7.9% | +9.4% | +5.0% |
| 3M | -21.9% | +7.5% | -29.4% | -25.1% |
| 6M | -19.0% | +7.2% | -26.3% | -23.2% |
| YTD | +7.9% | +60.9% | -53.0% | -17.0% |
| 1Y | +9.9% | +63.6% | -53.7% | -16.3% |
| 3Y | +342.1% | +128.9% | +213.3% | +176.9% |
| 5Y | +600.8% | +228.3% | +372.5% | +238.5% |
| 10Y | +1,493.8% | +240.6% | +1,253.2% | +585.2% |
| All | +1,497.0% | +231.7% | +1,265.4% | +587.6% |
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