+536.9%
HWM vs SAN
+267.8%
+269.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.7% | +3.3% |
| 7D | +3.3% | +4.9% | -1.6% | +1.3% |
| 30D | -7.6% | -13.0% | +5.4% | -3.0% |
| 3M | -28.9% | -18.9% | -10.1% | -23.6% |
| 6M | -19.7% | -4.1% | -15.5% | -19.3% |
| YTD | +0.5% | +2.6% | -2.0% | -2.5% |
| 1Y | +0.3% | +16.9% | -16.7% | -7.7% |
| 3Y | +325.8% | +239.1% | +86.8% | +149.3% |
| All | +536.9% | +267.8% | +269.1% | +288.5% |
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