-36.9%
HDB vs SAN
+53.7%
-90.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.4% |
| 7D | -4.9% | -0.5% | -4.4% | -4.7% |
| 30D | -5.8% | -0.1% | -5.8% | -5.8% |
| 3M | -5.2% | +19.6% | -24.8% | -10.8% |
| 6M | -25.7% | +32.7% | -58.4% | -32.1% |
| YTD | -39.6% | +26.7% | -66.3% | -43.8% |
| 1Y | -36.9% | +51.6% | -88.6% | -40.5% |
| All | -36.9% | +53.7% | -90.6% | -40.5% |
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