+176.0%
SO vs HWM
+1,165.4%
-989.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.4% |
| 7D | -1.5% | +3.3% | -4.8% | -2.0% |
| 30D | +8.1% | -7.6% | +15.7% | +9.0% |
| 3M | +0.2% | -28.9% | +29.1% | +4.6% |
| 6M | +0.4% | -19.7% | +20.1% | +2.7% |
| YTD | +8.5% | +0.5% | +8.0% | +7.0% |
| 1Y | +4.9% | +0.3% | +4.7% | +3.5% |
| 3Y | +47.9% | +325.8% | -277.9% | +12.2% |
| 5Y | +75.7% | +524.7% | -449.1% | +23.0% |
| 10Y | +178.0% | +1,491.8% | -1,313.8% | +62.3% |
| All | +176.0% | +1,165.4% | -989.4% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling