+1,484.2%
HWM vs SYY
+109.0%
+1,375.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.8% |
| 7D | -1.8% | +4.7% | -6.5% | -4.3% |
| 30D | -2.7% | -0.7% | -2.0% | -3.3% |
| 3M | -22.7% | -6.8% | -16.0% | -20.5% |
| 6M | -18.9% | +8.6% | -27.6% | -24.1% |
| YTD | +7.1% | +8.4% | -1.3% | -1.2% |
| 1Y | +4.7% | +7.1% | -2.4% | -2.9% |
| 3Y | +345.6% | +25.2% | +320.4% | +263.7% |
| 5Y | +588.3% | +13.0% | +575.3% | +493.1% |
| 10Y | +1,516.2% | +88.9% | +1,427.3% | +994.4% |
| All | +1,484.2% | +109.0% | +1,375.2% | +996.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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