+4.4%
HWM vs SAN
+23.5%
-19.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.4% | -10.7% | -6.1% |
| 7D | +9.4% | +4.5% | +4.9% | +8.0% |
| 30D | -7.0% | -12.1% | +5.1% | -3.2% |
| 3M | -25.9% | -15.6% | -10.3% | -22.0% |
| 6M | -10.8% | +5.8% | -16.6% | -13.4% |
| YTD | +4.3% | +5.5% | -1.1% | -2.3% |
| 1Y | +4.4% | +23.6% | -19.2% | -6.0% |
| All | +4.4% | +23.5% | -19.1% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling