+0.3%
HWM vs SAN
+16.7%
-16.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.8% | +3.1% |
| 7D | +3.4% | +4.9% | -1.5% | +1.8% |
| 30D | -7.5% | -13.0% | +5.4% | -3.6% |
| 3M | -28.9% | -18.9% | -10.0% | -24.3% |
| 6M | -19.6% | -4.1% | -15.5% | -19.6% |
| YTD | +0.6% | +2.6% | -2.0% | -5.1% |
| 1Y | +0.3% | +16.9% | -16.6% | -8.6% |
| All | +0.3% | +16.7% | -16.4% | -8.6% |
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