+1,511.7%
HST vs SAN
+1,664.5%
-152.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.8% |
| 3M | +6.3% | -18.9% | +25.1% | +16.5% |
| 6M | +19.0% | -4.1% | +23.1% | +19.8% |
| YTD | +47.0% | +2.6% | +44.5% | +41.5% |
| 1Y | +53.4% | +16.9% | +36.5% | +38.4% |
| 3Y | +78.0% | +239.1% | -161.1% | -8.1% |
| 5Y | +71.7% | +266.8% | -195.2% | -18.2% |
| 10Y | +146.2% | +246.0% | -99.8% | +12.6% |
| All | +1,511.7% | +1,664.5% | -152.8% | +307.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling