+956.5%
HIG vs SAN
+1,330.9%
-374.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.1% |
| 7D | +2.6% | +4.0% | -1.4% | +0.5% |
| 30D | +4.2% | -7.8% | +12.0% | +8.0% |
| 3M | +0.2% | -16.4% | +16.6% | +8.6% |
| 6M | +4.6% | +3.5% | +1.1% | +0.6% |
| YTD | +1.1% | +6.7% | -5.6% | -6.3% |
| 1Y | +4.7% | +14.5% | -9.8% | -6.6% |
| 3Y | +95.5% | +243.5% | -148.1% | -6.5% |
| 5Y | +111.7% | +296.2% | -184.5% | -11.3% |
| 10Y | +263.4% | +268.5% | -5.1% | +42.1% |
| All | +956.5% | +1,330.9% | -374.5% | +160.5% |
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 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