+365.7%
SE vs HWM
+932.4%
-566.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.8% |
| 7D | +2.0% | +3.4% | -1.4% | +0.6% |
| 30D | -20.0% | -7.5% | -12.5% | -17.9% |
| 3M | -31.8% | -28.9% | -2.9% | -23.7% |
| 6M | -15.9% | -19.6% | +3.7% | -10.6% |
| YTD | -40.6% | +0.6% | -41.2% | -42.2% |
| 1Y | -50.7% | +0.3% | -51.0% | -52.0% |
| 3Y | +70.3% | +326.1% | -255.8% | -1.5% |
| 5Y | -78.8% | +525.2% | -604.0% | -89.1% |
| All | +365.7% | +932.4% | -566.7% | +107.7% |
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