+304.2%
SAN vs HBM
+215.2%
+89.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.8% |
| 7D | +10.8% | +2.4% | +8.4% | +10.0% |
| 30D | -5.7% | -16.0% | +10.2% | -1.7% |
| 3M | -13.4% | -21.3% | +7.9% | -8.7% |
| 6M | +3.5% | -12.2% | +15.8% | +4.6% |
| YTD | +9.7% | +10.7% | -0.9% | +2.5% |
| 1Y | +20.9% | +30.3% | -9.4% | +7.9% |
| 3Y | +254.3% | +432.2% | -178.0% | +104.8% |
| 5Y | +304.2% | +218.8% | +85.4% | +147.8% |
| All | +304.2% | +215.2% | +89.1% | +147.8% |
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