-7.9%
SHW vs HWM
+48.6%
-56.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -3.2% | -2.1% | -1.1% | -2.7% |
| 30D | -9.5% | -11.0% | +1.5% | -6.7% |
| 3M | +11.5% | +4.0% | +7.4% | +8.8% |
| 6M | -3.5% | -0.2% | -3.3% | -5.8% |
| YTD | +3.7% | +26.7% | -22.9% | -2.0% |
| 1Y | -7.9% | +44.7% | -52.6% | -13.4% |
| All | -7.9% | +48.6% | -56.5% | -13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling