+261.2%
HL vs SAN
+347.0%
-85.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.6% | -3.8% |
| 7D | -5.6% | -2.8% | -2.8% | -4.4% |
| 30D | +12.7% | -0.5% | +13.3% | +13.0% |
| 3M | +42.5% | +22.7% | +19.8% | +30.6% |
| 6M | -9.0% | +28.8% | -37.8% | -18.2% |
| YTD | +4.4% | +26.3% | -21.9% | -6.0% |
| 1Y | +82.7% | +48.8% | +33.8% | +54.0% |
| 3Y | +406.3% | +347.2% | +59.1% | +169.6% |
| 5Y | +238.2% | +383.8% | -145.6% | +67.4% |
| All | +261.2% | +347.0% | -85.7% | +54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling