+942.5%
HIG vs SAN
+1,620.2%
-677.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | -1.1% | +3.3% | -4.4% | -2.7% |
| 30D | -4.9% | +1.1% | -6.0% | -5.5% |
| 3M | +6.8% | +22.2% | -15.4% | -4.5% |
| 6M | -1.7% | +36.0% | -37.7% | -17.7% |
| YTD | -0.2% | +28.2% | -28.5% | -15.0% |
| 1Y | +5.7% | +54.1% | -48.4% | -18.5% |
| 3Y | +100.3% | +354.2% | -254.0% | -16.5% |
| 5Y | +118.5% | +387.3% | -268.8% | -17.3% |
| 10Y | +309.7% | +334.8% | -25.1% | +47.9% |
| All | +942.5% | +1,620.2% | -677.7% | +136.3% |
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