+104.2%
HAS vs SAN
+275.0%
-170.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.0% |
| 7D | +2.0% | +3.4% | -1.4% | +0.8% |
| 30D | +30.9% | -6.3% | +37.2% | +33.5% |
| 3M | +28.8% | -14.1% | +42.9% | +34.9% |
| 6M | +32.3% | +4.2% | +28.2% | +29.1% |
| YTD | +54.7% | +9.0% | +45.6% | +47.1% |
| 1Y | +63.2% | +18.8% | +44.5% | +50.5% |
| 3Y | +220.7% | +252.0% | -31.3% | +97.8% |
| 5Y | +53.3% | +299.5% | -246.1% | -13.0% |
| 10Y | +104.2% | +276.7% | -172.4% | +7.2% |
| All | +104.2% | +275.0% | -170.8% | +7.2% |
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