+6.7%
HD vs SAN
+294.0%
-287.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.5% | 0.0% |
| 7D | +1.5% | +4.0% | -2.5% | +0.6% |
| 30D | +18.0% | -7.8% | +25.8% | +20.0% |
| 3M | +2.8% | -16.4% | +19.2% | +6.7% |
| 6M | +17.0% | +3.5% | +13.4% | +15.4% |
| YTD | +3.5% | +6.7% | -3.1% | +0.9% |
| 1Y | -2.6% | +14.5% | -17.1% | -6.6% |
| 3Y | +30.7% | +243.5% | -212.8% | -3.6% |
| All | +6.7% | +294.0% | -287.4% | -23.8% |
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