+388.9%
SHW vs HWM
+1,230.5%
-841.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.1% | -1.0% | +2.8% |
| 7D | +1.6% | +1.6% | 0.0% | +1.0% |
| 30D | +12.1% | -3.9% | +16.0% | +12.7% |
| 3M | -3.0% | -23.2% | +20.3% | +2.8% |
| 6M | +13.5% | -20.0% | +33.5% | +18.7% |
| YTD | +11.2% | +5.7% | +5.5% | +8.4% |
| 1Y | +6.2% | +4.9% | +1.4% | +3.6% |
| 3Y | +45.6% | +347.0% | -301.4% | -3.3% |
| 5Y | +15.6% | +563.0% | -547.4% | -30.8% |
| 10Y | +356.5% | +1,579.2% | -1,222.7% | +103.8% |
| All | +388.9% | +1,230.5% | -841.5% | +120.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling