+73.9%
HST vs SAN
+384.1%
-310.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | -2.8% | -0.1% | -2.7% | -2.8% |
| 3M | -6.5% | +19.6% | -26.1% | -12.7% |
| 6M | +20.7% | +32.7% | -12.0% | +8.2% |
| YTD | +30.5% | +26.7% | +3.8% | +18.0% |
| 1Y | +36.8% | +51.6% | -14.9% | +15.5% |
| 3Y | +65.9% | +348.7% | -282.9% | -11.2% |
| 5Y | +73.9% | +378.7% | -304.8% | -15.1% |
| All | +73.9% | +384.1% | -310.2% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling