+9.0%
HWM vs SAN
+13.0%
-4.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.4% |
| 7D | +11.1% | +1.0% | +10.1% | +10.7% |
| 30D | +3.0% | -9.4% | +12.3% | +6.1% |
| 3M | -20.7% | -17.1% | -3.6% | -16.0% |
| 6M | -17.2% | +2.2% | -19.4% | -18.8% |
| YTD | +9.1% | +6.0% | +3.1% | +1.4% |
| 1Y | +9.0% | +12.7% | -3.7% | -0.7% |
| All | +9.0% | +13.0% | -4.0% | -0.7% |
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