+379.5%
SE vs HWM
+984.8%
-605.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.1% | -2.1% | +1.1% |
| 7D | +3.3% | +1.6% | +1.7% | +2.6% |
| 30D | -18.2% | -3.9% | -14.2% | -17.2% |
| 3M | -31.3% | -23.2% | -8.0% | -25.2% |
| 6M | -10.1% | -20.0% | +9.9% | -4.1% |
| YTD | -38.9% | +5.7% | -44.6% | -41.6% |
| 1Y | -48.0% | +4.9% | -52.9% | -50.1% |
| 3Y | +78.8% | +347.0% | -268.2% | +1.7% |
| 5Y | -77.1% | +563.0% | -640.1% | -88.4% |
| All | +379.5% | +984.8% | -605.3% | +110.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling