+5.8%
HD vs SAN
+267.8%
-262.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.3% |
| 7D | +4.3% | +4.9% | -0.6% | +3.3% |
| 30D | +20.2% | -13.0% | +33.2% | +23.8% |
| 3M | -1.0% | -18.9% | +17.9% | +3.5% |
| 6M | +7.9% | -4.1% | +12.1% | +8.4% |
| YTD | +2.0% | +2.6% | -0.6% | +0.3% |
| 1Y | -4.3% | +16.9% | -21.2% | -8.6% |
| 3Y | +25.9% | +239.1% | -213.1% | -6.7% |
| All | +5.8% | +267.8% | -262.0% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling