+1,773.8%
HWM vs SYY
+114.0%
+1,659.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.3% |
| 7D | -2.1% | -2.3% | +0.2% | -0.7% |
| 30D | -11.0% | -4.9% | -6.0% | -8.4% |
| 3M | +4.0% | +8.4% | -4.3% | -1.1% |
| 6M | -0.2% | -7.4% | +7.1% | +2.8% |
| YTD | +26.7% | +11.0% | +15.7% | +16.6% |
| 1Y | +44.7% | -0.2% | +44.9% | +41.4% |
| 3Y | +426.1% | +23.8% | +402.3% | +337.1% |
| 5Y | +738.5% | +18.1% | +720.4% | +612.1% |
| All | +1,773.8% | +114.0% | +1,659.8% | +1,193.5% |
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