+127.8%
HWM vs SARO
-22.5%
+150.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.2% |
| 7D | -11.4% | -3.1% | -8.3% | -9.8% |
| 30D | -18.5% | -12.2% | -6.2% | -12.5% |
| 3M | -13.2% | -7.4% | -5.8% | -10.1% |
| 6M | -8.7% | -15.3% | +6.6% | -1.4% |
| YTD | +12.2% | -16.2% | +28.3% | +21.1% |
| 1Y | +24.9% | -12.1% | +37.0% | +31.2% |
| All | +127.8% | -22.5% | +150.2% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 10y: compounded portfolio wealth divided by compounded SARO 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…
10y analysis · Full analysis span regression · 6 months rolling