+31,139.8%
HD vs SAN
+2,116.5%
+29,023.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -2.1% | +1.8% | -3.8% | -2.6% |
| 30D | -8.4% | +2.0% | -10.4% | -9.0% |
| 3M | +4.3% | +19.7% | -15.4% | -1.3% |
| 6M | -11.1% | +30.6% | -41.8% | -18.1% |
| YTD | -4.7% | +28.8% | -33.5% | -12.4% |
| 1Y | -19.8% | +57.8% | -77.6% | -30.7% |
| 3Y | +4.1% | +338.1% | -334.0% | -34.8% |
| 5Y | +10.3% | +384.2% | -373.9% | -35.3% |
| 10Y | +203.2% | +353.1% | -150.0% | +69.1% |
| All | +31,139.8% | +2,116.5% | +29,023.3% | +9,760.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling