+1,387.4%
HWM vs SAN
+233.3%
+1,154.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.7% | +3.6% |
| 7D | +3.3% | +4.9% | -1.6% | +0.4% |
| 30D | -7.6% | -13.0% | +5.4% | -1.2% |
| 3M | -28.9% | -18.9% | -10.1% | -21.5% |
| 6M | -19.7% | -4.1% | -15.5% | -19.2% |
| YTD | +0.5% | +2.6% | -2.0% | -4.0% |
| 1Y | +0.3% | +16.9% | -16.7% | -11.1% |
| 3Y | +325.8% | +239.1% | +86.8% | +97.2% |
| 5Y | +524.7% | +266.8% | +257.9% | +161.2% |
| 10Y | +1,491.8% | +246.0% | +1,245.7% | +554.9% |
| All | +1,387.4% | +233.3% | +1,154.2% | +510.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling