+0.8%
HL vs SAN
+1,735.1%
-1,734.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.5% | -2.1% |
| 7D | -11.1% | +4.0% | -15.1% | -12.3% |
| 30D | -12.1% | -7.8% | -4.3% | -9.6% |
| 3M | -26.1% | -16.4% | -9.7% | -21.5% |
| 6M | -37.7% | +3.5% | -41.3% | -38.1% |
| YTD | -31.7% | +6.7% | -38.4% | -33.1% |
| 1Y | -11.6% | +14.5% | -26.1% | -15.3% |
| 3Y | +249.6% | +243.5% | +6.1% | +134.4% |
| 5Y | +108.5% | +296.2% | -187.7% | +30.6% |
| 10Y | +127.0% | +268.5% | -141.5% | +36.4% |
| All | +0.8% | +1,735.1% | -1,734.4% | -43.5% |
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 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