+4,437.1%
SNDK vs HWM
+83.4%
+4,353.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -4.1% |
| 7D | -6.1% | -11.4% | +5.3% | +3.2% |
| 30D | +21.5% | -18.5% | +40.0% | +42.8% |
| 3M | -13.2% | -13.2% | 0.0% | -3.2% |
| 6M | +149.2% | -8.7% | +157.9% | +159.6% |
| YTD | +588.1% | +12.2% | +575.9% | +484.1% |
| 1Y | +1,837.5% | +24.9% | +1,812.6% | +1,408.6% |
| All | +4,437.1% | +83.4% | +4,353.7% | +2,294.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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