-5.9%
HDB vs SAN
+258.9%
-264.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.1% | -3.5% | +1.2% |
| 7D | +13.7% | +8.7% | +5.0% | +11.4% |
| 30D | +15.8% | -6.5% | +22.3% | +17.5% |
| 3M | +9.2% | -14.2% | +23.4% | +13.1% |
| 6M | +3.2% | +2.7% | +0.4% | +2.3% |
| YTD | -29.4% | +8.9% | -38.2% | -31.0% |
| 1Y | -27.9% | +23.4% | -51.3% | -31.0% |
| 3Y | -5.9% | +257.9% | -263.8% | -32.9% |
| All | -5.9% | +258.9% | -264.8% | -32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling