+4,601.6%
SNDK vs HWM
+82.0%
+4,519.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.0% | -2.3% |
| 7D | +8.8% | -12.5% | +21.4% | +20.9% |
| 30D | +33.2% | -19.0% | +52.2% | +57.4% |
| 3M | +3.0% | -8.6% | +11.6% | +9.9% |
| 6M | +173.5% | -10.2% | +183.6% | +189.4% |
| YTD | +613.0% | +11.3% | +601.7% | +509.3% |
| 1Y | +2,189.8% | +24.3% | +2,165.5% | +1,691.7% |
| All | +4,601.6% | +82.0% | +4,519.6% | +2,397.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling