+741.5%
HWM vs SUI
-32.0%
+773.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | -2.1% | -2.8% | +0.7% | -1.3% |
| 30D | -11.0% | -1.2% | -9.8% | -10.7% |
| 3M | +4.0% | -1.7% | +5.8% | +4.2% |
| 6M | -0.2% | -10.5% | +10.2% | +2.9% |
| YTD | +26.7% | -1.8% | +28.5% | +26.8% |
| 1Y | +44.7% | -4.1% | +48.8% | +45.6% |
| 3Y | +426.1% | +11.3% | +414.8% | +388.7% |
| All | +741.5% | -32.0% | +773.4% | +857.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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