+99.3%
HLT vs SAN
+352.3%
-252.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.6% |
| 7D | -1.6% | +0.2% | -1.8% | -1.7% |
| 30D | -5.0% | +0.9% | -6.0% | -5.3% |
| 3M | -10.4% | +19.1% | -29.5% | -14.8% |
| 6M | +3.2% | +33.2% | -30.0% | -4.9% |
| YTD | +6.7% | +29.1% | -22.4% | -1.5% |
| 1Y | +10.3% | +50.2% | -40.0% | -2.5% |
| 3Y | +99.3% | +351.0% | -251.7% | +23.8% |
| All | +99.3% | +352.3% | -252.9% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling