+4,408.8%
HSY vs SAN
+1,775.7%
+2,633.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +1.5% |
| 7D | +1.1% | +3.4% | -2.3% | +0.6% |
| 30D | +7.7% | -6.3% | +14.0% | +8.5% |
| 3M | -2.3% | -14.1% | +11.8% | -0.4% |
| 6M | -5.3% | +4.2% | -9.5% | -6.3% |
| YTD | -0.9% | +9.0% | -9.9% | -3.1% |
| 1Y | +5.2% | +18.8% | -13.5% | +1.6% |
| 3Y | +0.7% | +252.0% | -251.3% | -18.0% |
| 5Y | +12.2% | +299.5% | -287.3% | -12.2% |
| 10Y | +131.1% | +276.7% | -145.5% | +74.3% |
| All | +4,408.8% | +1,775.7% | +2,633.1% | +2,198.9% |
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