+82.7%
HL vs SAN
+49.3%
+33.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.6% | -3.7% |
| 7D | -5.6% | -2.8% | -2.8% | -3.6% |
| 30D | +12.7% | -0.5% | +13.3% | +13.2% |
| 3M | +42.5% | +22.7% | +19.8% | +22.9% |
| 6M | -9.0% | +28.8% | -37.8% | -23.7% |
| YTD | +4.4% | +26.3% | -21.9% | -17.7% |
| 1Y | +82.7% | +48.8% | +33.8% | +17.1% |
| All | +82.7% | +49.3% | +33.4% | +17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling