+144.6%
HST vs SAN
+255.1%
-110.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +7.0% | -1.7% | +2.0% |
| 7D | +0.6% | +10.8% | -10.2% | -4.3% |
| 30D | +14.5% | -5.7% | +20.2% | +17.4% |
| 3M | +15.4% | -13.4% | +28.8% | +22.9% |
| 6M | +22.0% | +3.5% | +18.4% | +18.2% |
| YTD | +54.9% | +9.7% | +45.1% | +43.9% |
| 1Y | +54.0% | +20.9% | +33.1% | +36.1% |
| 3Y | +90.4% | +254.3% | -163.8% | -8.0% |
| 5Y | +84.2% | +304.2% | -220.0% | -21.4% |
| 10Y | +144.6% | +260.2% | -115.6% | -7.3% |
| All | +144.6% | +255.1% | -110.5% | -7.3% |
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