+1,579.2%
HWM vs SAN
+267.2%
+1,311.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +6.1% | -1.1% | +1.8% |
| 7D | +1.6% | +8.7% | -7.1% | -3.1% |
| 30D | -3.9% | -6.5% | +2.6% | -1.0% |
| 3M | -23.2% | -14.2% | -9.0% | -17.6% |
| 6M | -20.0% | +2.7% | -22.7% | -22.4% |
| YTD | +5.7% | +8.9% | -3.2% | -2.2% |
| 1Y | +4.9% | +23.4% | -18.5% | -9.6% |
| 3Y | +347.0% | +257.9% | +89.0% | +100.9% |
| 5Y | +563.0% | +297.8% | +265.3% | +164.5% |
| 10Y | +1,579.2% | +259.6% | +1,319.6% | +571.5% |
| All | +1,579.2% | +267.2% | +1,311.9% | +571.5% |
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