+249.3%
HL vs SAN
+384.1%
-134.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.5% |
| 7D | +0.4% | -0.5% | +0.9% | +0.6% |
| 30D | +18.8% | -0.1% | +18.9% | +18.9% |
| 3M | +43.7% | +19.6% | +24.1% | +31.6% |
| 6M | -1.0% | +32.7% | -33.7% | -13.7% |
| YTD | +8.7% | +26.7% | -18.0% | -4.0% |
| 1Y | +105.0% | +51.6% | +53.4% | +66.8% |
| 3Y | +427.3% | +348.7% | +78.5% | +161.1% |
| 5Y | +249.3% | +378.7% | -129.4% | +48.7% |
| All | +249.3% | +384.1% | -134.8% | +48.7% |
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