-23.5%
HDB vs SAN
+294.6%
-318.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.1% | -3.5% | +0.8% |
| 7D | +13.7% | +8.7% | +5.0% | +10.8% |
| 30D | +15.8% | -6.5% | +22.3% | +18.0% |
| 3M | +9.2% | -14.2% | +23.4% | +14.1% |
| 6M | +3.2% | +2.7% | +0.4% | +1.8% |
| YTD | -29.4% | +8.9% | -38.2% | -31.8% |
| 1Y | -27.9% | +23.4% | -51.3% | -32.9% |
| 3Y | -5.9% | +257.9% | -263.8% | -40.0% |
| 5Y | -23.5% | +297.8% | -321.3% | -54.5% |
| All | -23.5% | +294.6% | -318.1% | -54.5% |
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 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