+126.1%
HWM vs SARO
-23.7%
+149.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.3% | -0.7% |
| 7D | -12.5% | -4.0% | -8.5% | -10.5% |
| 30D | -19.0% | -16.1% | -2.9% | -10.9% |
| 3M | -8.6% | -4.5% | -4.1% | -6.8% |
| 6M | -10.2% | -17.0% | +6.9% | -1.9% |
| YTD | +11.3% | -17.5% | +28.9% | +21.3% |
| 1Y | +24.3% | -12.3% | +36.5% | +30.6% |
| All | +126.1% | -23.7% | +149.8% | +148.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling