-69.4%
SMR vs HWM
+30.4%
-99.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.8% | -3.5% |
| 7D | +13.1% | -8.0% | +21.1% | +15.8% |
| 30D | +17.8% | -18.0% | +35.8% | +29.9% |
| 3M | +8.1% | -9.5% | +17.6% | +9.4% |
| 6M | -11.1% | -8.4% | -2.7% | -11.9% |
| YTD | -23.7% | +13.6% | -37.3% | -44.1% |
| 1Y | -69.4% | +30.2% | -99.7% | -78.2% |
| All | -69.4% | +30.4% | -99.8% | -78.2% |
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