+450.6%
SAN vs HBM
+613.3%
-162.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | +1.8% | -6.4% | +8.1% | +3.6% |
| 30D | +2.0% | +5.9% | -3.9% | +0.1% |
| 3M | +19.7% | -8.9% | +28.6% | +21.2% |
| 6M | +30.6% | +10.7% | +20.0% | +24.1% |
| YTD | +28.8% | +38.3% | -9.4% | +13.5% |
| 1Y | +57.8% | +121.3% | -63.6% | +20.7% |
| 3Y | +338.1% | +450.6% | -112.5% | +146.0% |
| 5Y | +384.2% | +338.0% | +46.2% | +170.6% |
| 10Y | +353.1% | +578.6% | -225.5% | +74.2% |
| All | +450.6% | +613.3% | -162.7% | +44.0% |
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 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