+366.0%
SAN vs HBM
+470.7%
-104.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +3.4% | -1.3% | +4.7% | +3.6% |
| 30D | -6.3% | -14.8% | +8.6% | -2.3% |
| 3M | -14.1% | -20.7% | +6.6% | -9.2% |
| 6M | +4.2% | -13.9% | +18.1% | +5.9% |
| YTD | +9.0% | +10.6% | -1.6% | +1.6% |
| 1Y | +18.8% | +32.4% | -13.6% | +4.9% |
| 3Y | +252.0% | +432.0% | -180.0% | +98.8% |
| 5Y | +299.5% | +205.5% | +94.0% | +146.7% |
| 10Y | +276.7% | +291.1% | -14.5% | +71.0% |
| All | +366.0% | +470.7% | -104.7% | +28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling