+24.9%
HWM vs SARO
-10.7%
+35.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | -0.1% |
| 7D | -11.4% | -3.1% | -8.3% | -9.9% |
| 30D | -18.5% | -12.2% | -6.2% | -12.6% |
| 3M | -13.2% | -7.4% | -5.8% | -10.3% |
| 6M | -8.7% | -15.3% | +6.6% | -2.1% |
| YTD | +12.2% | -16.2% | +28.3% | +19.5% |
| 1Y | +24.9% | -12.1% | +37.0% | +30.0% |
| All | +24.9% | -10.7% | +35.6% | +30.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling