+595.7%
HAL vs SAN
+2,116.5%
-1,520.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +2.9% | +1.8% | +1.2% | +2.2% |
| 30D | +17.0% | +2.0% | +15.1% | +16.0% |
| 3M | -9.7% | +19.7% | -29.4% | -17.0% |
| 6M | +8.6% | +30.6% | -22.0% | -5.0% |
| YTD | +33.0% | +28.8% | +4.1% | +15.9% |
| 1Y | +68.3% | +57.8% | +10.5% | +34.1% |
| 3Y | +0.1% | +338.1% | -338.0% | -50.2% |
| 5Y | +102.6% | +384.2% | -281.6% | -6.5% |
| 10Y | +3.8% | +353.1% | -349.3% | -49.6% |
| All | +595.7% | +2,116.5% | -1,520.7% | +145.4% |
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