+387.3%
SAN vs HRB
+112.6%
+274.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | +0.3% |
| 7D | +3.3% | -9.1% | +12.4% | +4.5% |
| 30D | +1.1% | +0.3% | +0.8% | +0.9% |
| 3M | +22.2% | +23.4% | -1.2% | +18.3% |
| 6M | +36.0% | +45.1% | -9.1% | +27.9% |
| YTD | +28.2% | +8.9% | +19.4% | +27.5% |
| 1Y | +54.1% | -7.9% | +62.0% | +58.3% |
| 3Y | +354.2% | +27.9% | +326.3% | +317.2% |
| 5Y | +387.3% | +108.3% | +279.0% | +303.8% |
| All | +387.3% | +112.6% | +274.7% | +303.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling