+130.8%
HWM vs SARO
-21.9%
+152.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.0% |
| 7D | -8.0% | +0.6% | -8.7% | -8.3% |
| 30D | -18.0% | -14.5% | -3.5% | -10.8% |
| 3M | -9.5% | -5.3% | -4.2% | -7.3% |
| 6M | -8.4% | -15.3% | +6.9% | -1.1% |
| YTD | +13.6% | -15.6% | +29.2% | +22.2% |
| 1Y | +30.2% | -9.1% | +39.3% | +34.3% |
| All | +130.8% | -21.9% | +152.6% | +150.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling