+101.9%
HAS vs SAN
+267.2%
-165.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.1% | -4.4% | -0.4% |
| 7D | +2.2% | +8.7% | -6.6% | -0.8% |
| 30D | +29.6% | -6.5% | +36.1% | +32.2% |
| 3M | +30.3% | -14.2% | +44.5% | +36.5% |
| 6M | +25.6% | +2.7% | +22.9% | +23.1% |
| YTD | +50.8% | +8.9% | +42.0% | +43.5% |
| 1Y | +63.0% | +23.4% | +39.6% | +48.3% |
| 3Y | +211.6% | +257.9% | -46.4% | +91.4% |
| 5Y | +50.4% | +297.8% | -247.4% | -14.3% |
| 10Y | +101.9% | +259.6% | -157.7% | +8.9% |
| All | +101.9% | +267.2% | -165.4% | +8.9% |
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