-17.4%
HAL vs SAN
+267.7%
-285.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +1.1% |
| 7D | +2.6% | +1.0% | +1.6% | +1.8% |
| 30D | -0.1% | -9.4% | +9.3% | +4.9% |
| 3M | -1.1% | -17.1% | +16.0% | +8.9% |
| 6M | -20.7% | +2.2% | -22.9% | -24.3% |
| YTD | +17.5% | +6.0% | +11.5% | +6.0% |
| 1Y | +24.1% | +12.7% | +11.4% | +7.4% |
| 3Y | -8.4% | +242.1% | -250.5% | -64.9% |
| 5Y | +53.2% | +293.6% | -240.4% | -51.4% |
| All | -17.4% | +267.7% | -285.1% | -73.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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