-23.2%
HD vs SAN
+55.7%
-78.9%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -1.2% | +3.3% | -4.5% | -2.0% |
| 30D | -11.1% | +1.1% | -12.2% | -11.4% |
| 3M | +2.0% | +22.2% | -20.2% | -3.4% |
| 6M | -10.5% | +36.0% | -46.5% | -17.3% |
| YTD | -6.9% | +28.2% | -35.1% | -14.9% |
| 1Y | -23.2% | +54.1% | -77.3% | -32.5% |
| All | -23.2% | +55.7% | -78.9% | -32.5% |
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