+1,524.1%
HWM vs SAN
+236.7%
+1,287.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.8% | +3.7% |
| 7D | +3.4% | +4.9% | -1.5% | +0.5% |
| 30D | -7.5% | -13.0% | +5.4% | -1.1% |
| 3M | -28.9% | -18.9% | -10.0% | -21.4% |
| 6M | -19.6% | -4.1% | -15.5% | -19.2% |
| YTD | +0.6% | +2.6% | -2.0% | -4.0% |
| 1Y | +0.3% | +16.9% | -16.6% | -11.1% |
| 3Y | +326.1% | +239.1% | +87.1% | +97.0% |
| 5Y | +525.2% | +266.8% | +258.3% | +161.0% |
| All | +1,524.1% | +236.7% | +1,287.4% | +570.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling