+50.6%
HAS vs SAN
+303.1%
-252.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +32.5% |
| 3M | +29.9% | -13.4% | +43.3% | +34.8% |
| 6M | +26.5% | +3.5% | +23.0% | +24.2% |
| YTD | +51.9% | +9.7% | +42.2% | +45.3% |
| 1Y | +60.9% | +20.9% | +40.0% | +49.4% |
| 3Y | +215.0% | +254.3% | -39.3% | +111.5% |
| All | +50.6% | +303.1% | -252.5% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling