+741.5%
HWM vs SAN
+381.6%
+359.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -2.1% | +1.8% | -3.9% | -2.8% |
| 30D | -11.0% | +2.0% | -13.0% | -11.7% |
| 3M | +4.0% | +19.7% | -15.7% | -3.2% |
| 6M | -0.2% | +30.6% | -30.9% | -10.3% |
| YTD | +26.7% | +28.8% | -2.2% | +13.3% |
| 1Y | +44.7% | +57.8% | -13.1% | +19.3% |
| 3Y | +426.1% | +338.1% | +88.0% | +179.7% |
| All | +741.5% | +381.6% | +359.9% | +307.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling