+63.9%
SMR vs HWM
+440.4%
-376.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +4.4% | -2.1% | +6.5% | +5.8% |
| 30D | +3.4% | -11.0% | +14.4% | +13.6% |
| 3M | -19.2% | +4.0% | -23.2% | -24.4% |
| 6M | -22.6% | -0.2% | -22.4% | -25.0% |
| YTD | -31.5% | +26.7% | -58.2% | -48.7% |
| 1Y | -73.1% | +44.7% | -117.8% | -82.3% |
| All | +63.9% | +440.4% | -376.6% | -65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling