+1,352.0%
HWM vs SUI
+118.8%
+1,233.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -6.2% |
| 7D | -2.4% | +8.8% | -11.2% | -5.5% |
| 30D | -13.3% | +8.9% | -22.2% | -16.2% |
| 3M | -31.0% | +2.0% | -33.1% | -31.8% |
| 6M | -17.1% | -0.6% | -16.5% | -17.6% |
| YTD | -1.9% | +1.3% | -3.2% | -3.3% |
| 1Y | -2.4% | +1.3% | -3.7% | -3.9% |
| 3Y | +322.2% | +16.3% | +305.9% | +282.2% |
| 5Y | +509.8% | -25.1% | +534.9% | +559.0% |
| 10Y | +1,453.8% | +121.1% | +1,332.7% | +1,279.3% |
| All | +1,352.0% | +118.8% | +1,233.1% | +1,177.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling