+165.9%
SO vs HWM
+1,323.5%
-1,157.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.7% | +11.7% | +2.5% |
| 7D | +1.0% | -9.2% | +10.2% | +2.3% |
| 30D | -3.2% | -17.9% | +14.7% | -0.7% |
| 3M | -1.7% | -6.0% | +4.3% | -1.3% |
| 6M | -7.2% | -7.4% | +0.2% | -6.8% |
| YTD | +4.6% | +13.1% | -8.5% | +1.7% |
| 1Y | +1.2% | +29.3% | -28.1% | -3.7% |
| 3Y | +45.3% | +389.9% | -344.6% | +8.2% |
| 5Y | +58.7% | +655.5% | -596.8% | +8.0% |
| All | +165.9% | +1,323.5% | -1,157.6% | +52.6% |
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