+147.8%
SW vs HBM
+567.4%
-419.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | -5.1% | -6.4% | +1.3% | -4.3% |
| 30D | -4.6% | +5.9% | -10.5% | -5.4% |
| 3M | +9.4% | -8.9% | +18.3% | +10.0% |
| 6M | +3.5% | +10.7% | -7.2% | +1.2% |
| YTD | +22.0% | +38.3% | -16.2% | +15.5% |
| 1Y | +2.2% | +121.3% | -119.1% | -8.9% |
| 3Y | +19.6% | +450.6% | -431.0% | -5.3% |
| 5Y | -2.3% | +338.0% | -340.3% | -23.5% |
| All | +147.8% | +567.4% | -419.6% | +66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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