+59.1%
HL vs SAN
+2,116.5%
-2,057.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | +1.5% | +1.8% | -0.3% | +1.0% |
| 30D | +25.1% | +2.0% | +23.1% | +24.3% |
| 3M | +22.9% | +19.7% | +3.2% | +16.2% |
| 6M | -4.9% | +30.6% | -35.5% | -12.5% |
| YTD | +7.8% | +28.8% | -21.0% | -0.9% |
| 1Y | +133.9% | +57.8% | +76.1% | +102.2% |
| 3Y | +380.9% | +338.1% | +42.8% | +196.8% |
| 5Y | +230.2% | +384.2% | -154.0% | +92.7% |
| 10Y | +265.6% | +353.1% | -87.6% | +105.0% |
| All | +59.1% | +2,116.5% | -2,057.3% | -16.3% |
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