+153.0%
HYG vs SAN
+139.8%
+13.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | -0.1% | -0.1% | 0.0% | -0.1% |
| 3M | +0.7% | +19.6% | -19.0% | -2.0% |
| 6M | +1.5% | +32.7% | -31.2% | -2.8% |
| YTD | +1.9% | +26.7% | -24.7% | -2.0% |
| 1Y | +3.7% | +51.6% | -47.9% | -3.0% |
| 3Y | +26.5% | +348.7% | -322.3% | -0.1% |
| 5Y | +19.0% | +378.7% | -359.8% | -8.7% |
| 10Y | +56.5% | +336.9% | -280.4% | +16.1% |
| All | +153.0% | +139.8% | +13.1% | +79.0% |
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