+1,722.5%
SAN vs HRB
+3,424.8%
-1,702.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.1% |
| 7D | +4.0% | -5.1% | +9.1% | +5.6% |
| 30D | -7.8% | +8.7% | -16.5% | -10.5% |
| 3M | -16.4% | -5.4% | -11.0% | -15.5% |
| 6M | +3.5% | +41.6% | -38.0% | -9.5% |
| YTD | +6.7% | +18.7% | -12.0% | -3.6% |
| 1Y | +14.5% | +16.4% | -1.9% | +4.0% |
| 3Y | +243.5% | +22.0% | +221.5% | +197.4% |
| 5Y | +296.2% | +141.2% | +155.0% | +162.6% |
| 10Y | +268.5% | +223.1% | +45.4% | +103.6% |
| All | +1,722.5% | +3,424.8% | -1,702.3% | +435.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling