+3,769.4%
HDB vs SAN
+555.7%
+3,213.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +0.4% | +1.8% | -1.3% | -0.4% |
| 30D | -2.8% | +2.0% | -4.8% | -3.7% |
| 3M | -3.5% | +19.7% | -23.3% | -11.3% |
| 6M | -24.7% | +30.6% | -55.3% | -33.6% |
| YTD | -36.6% | +28.8% | -65.4% | -44.1% |
| 1Y | -34.4% | +57.8% | -92.1% | -47.5% |
| 3Y | -24.4% | +338.1% | -362.5% | -63.7% |
| 5Y | -35.4% | +384.2% | -419.6% | -71.7% |
| 10Y | +39.5% | +353.1% | -313.6% | -44.5% |
| All | +3,769.4% | +555.7% | +3,213.7% | +1,306.1% |
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