+636.8%
HLT vs SAN
+193.8%
+443.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | -1.5% | -0.5% | -1.0% | -1.3% |
| 30D | -1.2% | -0.1% | -1.2% | -1.3% |
| 3M | -10.3% | +19.6% | -30.0% | -16.7% |
| 6M | +1.3% | +32.7% | -31.4% | -9.9% |
| YTD | +7.0% | +26.7% | -19.7% | -3.8% |
| 1Y | +11.9% | +51.6% | -39.8% | -6.6% |
| 3Y | +100.7% | +348.7% | -248.1% | +5.1% |
| 5Y | +147.5% | +378.7% | -231.2% | +21.7% |
| 10Y | +586.5% | +336.9% | +249.6% | +216.5% |
| All | +636.8% | +193.8% | +443.0% | +288.0% |
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