+102.2%
HAS vs SAN
+255.1%
-152.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | +3.3% | +10.8% | -7.5% | -0.3% |
| 30D | +30.5% | -5.7% | +36.3% | +32.8% |
| 3M | +29.9% | -13.4% | +43.3% | +35.8% |
| 6M | +26.5% | +3.5% | +23.0% | +23.7% |
| YTD | +51.9% | +9.7% | +42.2% | +44.2% |
| 1Y | +60.9% | +20.9% | +40.0% | +47.5% |
| 3Y | +215.0% | +254.3% | -39.3% | +94.3% |
| 5Y | +51.5% | +304.2% | -252.7% | -14.2% |
| 10Y | +102.2% | +260.2% | -158.0% | +8.7% |
| All | +102.2% | +255.1% | -152.8% | +8.7% |
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