+4,208.5%
HDB vs SAN
+454.0%
+3,754.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.1% | -3.5% | -0.1% |
| 7D | +13.7% | +8.7% | +5.0% | +9.5% |
| 30D | +15.8% | -6.5% | +22.3% | +19.0% |
| 3M | +9.2% | -14.2% | +23.4% | +16.3% |
| 6M | +3.2% | +2.7% | +0.4% | +1.0% |
| YTD | -29.4% | +8.9% | -38.2% | -33.3% |
| 1Y | -27.9% | +23.4% | -51.3% | -35.8% |
| 3Y | -5.9% | +257.9% | -263.8% | -50.6% |
| 5Y | -23.5% | +297.8% | -321.3% | -63.5% |
| 10Y | +61.3% | +259.6% | -198.3% | -28.6% |
| All | +4,208.5% | +454.0% | +3,754.4% | +1,579.3% |
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