+378.7%
SAN vs HBM
+392.2%
-13.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.1% |
| 7D | -0.5% | +5.5% | -6.0% | -1.9% |
| 30D | -0.1% | +3.3% | -3.4% | -1.2% |
| 3M | +19.6% | +12.7% | +7.0% | +14.8% |
| 6M | +32.7% | +28.2% | +4.5% | +21.7% |
| YTD | +26.7% | +45.3% | -18.6% | +10.9% |
| 1Y | +51.6% | +121.7% | -70.1% | +17.6% |
| 3Y | +348.7% | +523.5% | -174.8% | +149.7% |
| 5Y | +378.7% | +393.9% | -15.2% | +160.7% |
| All | +378.7% | +392.2% | -13.5% | +160.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling