+208.5%
HD vs SAN
+347.3%
-138.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -2.1% | +1.8% | -3.8% | -2.5% |
| 30D | -8.4% | +2.0% | -10.4% | -8.9% |
| 3M | +4.3% | +19.7% | -15.4% | -0.9% |
| 6M | -11.1% | +30.6% | -41.8% | -17.7% |
| YTD | -4.7% | +28.8% | -33.5% | -11.9% |
| 1Y | -19.8% | +57.8% | -77.6% | -30.0% |
| 3Y | +4.1% | +338.1% | -334.0% | -33.0% |
| 5Y | +10.3% | +384.2% | -373.9% | -33.3% |
| All | +208.5% | +347.3% | -138.7% | +80.2% |
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