+114.2%
HIG vs SAN
+385.2%
-271.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -0.9% |
| 7D | -1.5% | +0.2% | -1.7% | -1.5% |
| 30D | -0.4% | +0.9% | -1.3% | -0.6% |
| 3M | +6.7% | +19.1% | -12.4% | +1.4% |
| 6M | +2.0% | +33.2% | -31.2% | -6.6% |
| YTD | +0.3% | +29.1% | -28.8% | -7.9% |
| 1Y | +4.2% | +50.2% | -46.1% | -8.9% |
| 3Y | +102.2% | +351.0% | -248.8% | +20.3% |
| All | +114.2% | +385.2% | -271.0% | +19.3% |
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 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