+345.4%
SHW vs HWM
+1,323.5%
-978.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -10.7% | +8.4% | +0.4% |
| 7D | -1.2% | -9.2% | +8.0% | +1.1% |
| 30D | -11.6% | -17.9% | +6.3% | -7.5% |
| 3M | +9.1% | -6.0% | +15.2% | +10.2% |
| 6M | -0.7% | -7.4% | +6.7% | +0.5% |
| YTD | +1.4% | +13.1% | -11.7% | -2.5% |
| 1Y | -12.3% | +29.3% | -41.6% | -18.5% |
| 3Y | +23.4% | +389.9% | -366.5% | -19.6% |
| 5Y | +15.0% | +655.5% | -640.5% | -33.0% |
| All | +345.4% | +1,323.5% | -978.1% | +98.7% |
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