+35.7%
HST vs SAN
+58.9%
-23.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -1.0% | +1.8% | -2.8% | -1.6% |
| 30D | -12.3% | +2.0% | -14.2% | -12.8% |
| 3M | -6.4% | +19.7% | -26.1% | -12.0% |
| 6M | +15.0% | +30.6% | -15.6% | +4.5% |
| YTD | +30.5% | +28.8% | +1.7% | +16.9% |
| 1Y | +35.7% | +57.8% | -22.1% | +14.5% |
| All | +35.7% | +58.9% | -23.3% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling