-5.7%
HWM vs SNDU
+194.5%
-200.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.6% | +8.4% | +1.0% |
| 7D | -11.4% | -12.7% | +1.3% | -11.1% |
| 30D | -18.5% | +35.8% | -54.3% | -19.4% |
| 3M | -13.2% | -54.8% | +41.6% | -13.8% |
| All | -5.7% | +194.5% | -200.2% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 SNDU 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