+497.6%
HAL vs SAN
+1,664.5%
-1,166.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +2.0% | +0.7% |
| 7D | -12.0% | +4.9% | -16.9% | -13.9% |
| 30D | +0.3% | -13.0% | +13.3% | +5.7% |
| 3M | -1.6% | -18.9% | +17.3% | +6.5% |
| 6M | -20.5% | -4.1% | -16.3% | -20.6% |
| YTD | +14.2% | +2.6% | +11.6% | +8.7% |
| 1Y | +18.9% | +16.9% | +1.9% | +6.8% |
| 3Y | -13.7% | +239.1% | -252.8% | -52.3% |
| 5Y | +42.2% | +266.8% | -224.7% | -26.8% |
| 10Y | -16.7% | +246.0% | -262.7% | -55.1% |
| All | +497.6% | +1,664.5% | -1,166.9% | +130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling