+175.2%
SO vs HWM
+1,473.3%
-1,298.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.4% |
| 7D | -1.5% | +3.4% | -4.8% | -2.0% |
| 30D | +8.1% | -7.5% | +15.6% | +9.0% |
| 3M | +0.2% | -28.9% | +29.1% | +4.7% |
| 6M | +0.4% | -19.6% | +20.0% | +2.7% |
| YTD | +8.5% | +0.6% | +7.9% | +7.0% |
| 1Y | +4.9% | +0.3% | +4.6% | +3.5% |
| 3Y | +47.9% | +326.1% | -278.2% | +12.1% |
| 5Y | +75.7% | +525.2% | -449.5% | +22.8% |
| All | +175.2% | +1,473.3% | -1,298.1% | +59.5% |
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