+186.8%
SO vs HWM
+1,636.6%
-1,449.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.7% | +0.6% |
| 7D | -1.1% | +1.6% | -2.7% | -1.4% |
| 30D | +8.6% | -3.9% | +12.5% | +8.9% |
| 3M | +1.8% | -23.2% | +25.0% | +5.2% |
| 6M | +3.6% | -20.0% | +23.6% | +6.2% |
| YTD | +9.9% | +5.7% | +4.2% | +7.7% |
| 1Y | +5.7% | +4.9% | +0.8% | +3.6% |
| 3Y | +52.5% | +347.0% | -294.5% | +14.8% |
| 5Y | +77.3% | +563.0% | -485.7% | +22.9% |
| 10Y | +186.8% | +1,579.2% | -1,392.4% | +65.0% |
| All | +186.8% | +1,636.6% | -1,449.8% | +65.0% |
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