+369.0%
SAN vs HBM
+471.0%
-102.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.7% | +4.5% | +1.8% |
| 7D | +10.8% | +2.4% | +8.4% | +9.9% |
| 30D | -5.7% | -16.0% | +10.2% | -1.4% |
| 3M | -13.4% | -21.3% | +7.9% | -8.3% |
| 6M | +3.5% | -12.2% | +15.8% | +4.7% |
| YTD | +9.7% | +10.7% | -0.9% | +2.2% |
| 1Y | +20.9% | +30.3% | -9.4% | +7.2% |
| 3Y | +254.3% | +432.2% | -178.0% | +100.1% |
| 5Y | +304.2% | +218.8% | +85.4% | +146.5% |
| 10Y | +260.2% | +281.4% | -21.1% | +64.9% |
| All | +369.0% | +471.0% | -102.0% | +29.7% |
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 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