+354.2%
SAN vs HBM
+522.1%
-167.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.2% | -1.9% |
| 7D | +3.3% | +7.4% | -4.0% | +1.5% |
| 30D | +1.1% | +5.1% | -4.0% | -0.4% |
| 3M | +22.2% | +11.1% | +11.1% | +17.9% |
| 6M | +36.0% | +30.2% | +5.8% | +24.7% |
| YTD | +28.2% | +46.2% | -18.0% | +12.7% |
| 1Y | +54.1% | +120.0% | -65.9% | +21.3% |
| 3Y | +354.2% | +527.4% | -173.2% | +163.7% |
| All | +354.2% | +522.1% | -167.8% | +163.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling