+335.4%
SAN vs HBM
+622.7%
-287.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.5% | +7.2% | +1.6% |
| 7D | -2.8% | -3.7% | +0.9% | -2.0% |
| 30D | -0.5% | -3.7% | +3.1% | 0.0% |
| 3M | +22.7% | +8.0% | +14.7% | +19.0% |
| 6M | +28.8% | +15.8% | +13.0% | +21.5% |
| YTD | +26.3% | +34.4% | -8.1% | +13.2% |
| 1Y | +48.8% | +98.2% | -49.3% | +20.0% |
| 3Y | +347.2% | +476.6% | -129.4% | +162.0% |
| 5Y | +383.8% | +331.1% | +52.7% | +187.4% |
| All | +335.4% | +622.7% | -287.2% | +79.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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