+100.5%
HAS vs SAN
+236.7%
-136.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | +0.2% |
| 7D | -0.2% | +4.9% | -5.1% | -1.8% |
| 30D | +31.0% | -13.0% | +44.0% | +37.0% |
| 3M | +30.7% | -18.9% | +49.5% | +39.6% |
| 6M | +23.9% | -4.1% | +28.1% | +24.4% |
| YTD | +48.3% | +2.6% | +45.7% | +44.0% |
| 1Y | +60.2% | +16.9% | +43.3% | +48.5% |
| 3Y | +189.2% | +239.1% | -49.8% | +81.0% |
| 5Y | +50.4% | +266.8% | -216.4% | -11.8% |
| All | +100.5% | +236.7% | -136.3% | +10.6% |
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