+122.4%
HST vs SAN
+270.1%
-147.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.4% |
| 7D | +3.6% | +4.0% | -0.4% | +1.6% |
| 30D | +11.2% | -7.8% | +19.0% | +15.2% |
| 3M | +13.1% | -16.4% | +29.5% | +22.4% |
| 6M | +23.9% | +3.5% | +20.4% | +20.0% |
| YTD | +52.3% | +6.7% | +45.6% | +43.3% |
| 1Y | +56.7% | +14.5% | +42.2% | +42.1% |
| 3Y | +87.5% | +243.5% | -156.0% | -8.4% |
| 5Y | +82.8% | +296.2% | -213.4% | -21.7% |
| All | +122.4% | +270.1% | -147.7% | -19.3% |
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