-4.3%
HD vs SAN
+16.7%
-21.0%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.2% |
| 7D | +4.3% | +4.9% | -0.6% | +3.1% |
| 30D | +20.2% | -13.0% | +33.2% | +24.3% |
| 3M | -1.0% | -18.9% | +17.9% | +4.3% |
| 6M | +7.9% | -4.1% | +12.1% | +7.9% |
| YTD | +2.0% | +2.6% | -0.6% | -4.0% |
| 1Y | -4.3% | +16.9% | -21.2% | -17.3% |
| All | -4.3% | +16.7% | -21.0% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling