+3,324.5%
HAS vs SAN
+2,116.5%
+1,208.1%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -1.8% | +1.8% | -3.6% | -2.3% |
| 30D | +2.3% | +2.0% | +0.3% | +1.7% |
| 3M | +10.4% | +19.7% | -9.4% | +5.0% |
| 6M | -3.2% | +30.6% | -33.9% | -10.4% |
| YTD | +15.4% | +28.8% | -13.4% | +6.8% |
| 1Y | +18.8% | +57.8% | -39.0% | +4.1% |
| 3Y | +43.9% | +338.1% | -294.2% | -4.9% |
| 5Y | +13.9% | +384.2% | -370.3% | -28.6% |
| 10Y | +56.4% | +353.1% | -296.7% | -4.9% |
| All | +3,324.5% | +2,116.5% | +1,208.1% | +1,194.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling