+10.8%
HD vs SAN
+381.6%
-370.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -2.1% | +1.8% | -3.8% | -2.4% |
| 30D | -8.4% | +2.0% | -10.4% | -8.8% |
| 3M | +4.3% | +19.7% | -15.4% | 0.0% |
| 6M | -11.1% | +30.6% | -41.8% | -16.5% |
| YTD | -4.7% | +28.8% | -33.5% | -10.6% |
| 1Y | -19.8% | +57.8% | -77.6% | -28.1% |
| 3Y | +4.1% | +338.1% | -334.0% | -26.5% |
| All | +10.8% | +381.6% | -370.8% | -27.4% |
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