+185.4%
SW vs HBM
+368.8%
-183.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.4% | +5.9% | -0.6% |
| 7D | +4.7% | -11.9% | +16.6% | +6.3% |
| 30D | +5.0% | -23.6% | +28.6% | +8.5% |
| 3M | -7.3% | -20.5% | +13.2% | -5.0% |
| 6M | +15.0% | -7.9% | +22.9% | +15.0% |
| YTD | +18.5% | +3.8% | +14.8% | +16.0% |
| 1Y | +27.1% | +31.7% | -4.6% | +20.7% |
| 3Y | +49.3% | +342.4% | -293.1% | +21.6% |
| 5Y | -1.6% | +205.5% | -207.1% | -19.7% |
| All | +185.4% | +368.8% | -183.4% | +113.3% |
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