+335.4%
SAN vs HRB
+207.5%
+127.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | -0.2% |
| 7D | -2.8% | -12.2% | +9.4% | +0.5% |
| 30D | -0.5% | -3.0% | +2.4% | -0.3% |
| 3M | +22.7% | +21.7% | +1.0% | +14.9% |
| 6M | +28.8% | +52.3% | -23.5% | +11.5% |
| YTD | +26.3% | +6.5% | +19.8% | +21.1% |
| 1Y | +48.8% | -6.7% | +55.5% | +48.2% |
| 3Y | +347.2% | +25.1% | +322.1% | +290.1% |
| 5Y | +383.8% | +113.8% | +270.0% | +238.0% |
| All | +335.4% | +207.5% | +127.9% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling