-53.7%
SMR vs HWM
+525.1%
-578.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.6% |
| 7D | -8.3% | +7.3% | -15.6% | -12.8% |
| 30D | -20.1% | +1.6% | -21.6% | -21.2% |
| 3M | -52.7% | -21.9% | -30.8% | -44.9% |
| 6M | -61.0% | -19.0% | -42.0% | -56.2% |
| YTD | -67.1% | +7.9% | -75.1% | -71.3% |
| 1Y | -79.9% | +9.9% | -89.8% | -82.6% |
| 3Y | +101.7% | +342.1% | -240.4% | -24.5% |
| All | -53.7% | +525.1% | -578.8% | -85.5% |
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