+247.2%
HD vs SAN
+255.1%
-7.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | +5.2% | +10.8% | -5.6% | +2.4% |
| 30D | +20.7% | -5.7% | +26.5% | +22.5% |
| 3M | +0.8% | -13.4% | +14.2% | +4.5% |
| 6M | +12.2% | +3.5% | +8.7% | +10.5% |
| YTD | +4.2% | +9.7% | -5.5% | +0.3% |
| 1Y | -2.6% | +20.9% | -23.4% | -8.6% |
| 3Y | +30.0% | +254.3% | -224.3% | -11.4% |
| 5Y | +8.1% | +304.2% | -296.1% | -31.3% |
| 10Y | +247.2% | +260.2% | -13.1% | +125.6% |
| All | +247.2% | +255.1% | -7.9% | +125.6% |
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