+131.7%
HST vs SAN
+246.0%
-114.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +1.0% |
| 7D | -2.7% | +4.9% | -7.6% | -5.0% |
| 30D | +10.7% | -13.0% | +23.7% | +17.9% |
| 3M | +6.3% | -18.9% | +25.1% | +16.7% |
| 6M | +19.0% | -4.1% | +23.1% | +19.7% |
| YTD | +47.0% | +2.6% | +44.5% | +41.1% |
| 1Y | +53.4% | +16.9% | +36.5% | +37.7% |
| 3Y | +78.0% | +239.1% | -161.1% | -12.3% |
| 5Y | +71.7% | +266.8% | -195.2% | -23.0% |
| All | +131.7% | +246.0% | -114.4% | -9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling