+1,762.8%
SAN vs HRB
+3,493.2%
-1,730.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +3.4% | -8.1% | +11.5% | +6.1% |
| 30D | -6.3% | +15.0% | -21.3% | -10.7% |
| 3M | -14.1% | +10.2% | -24.3% | -17.8% |
| 6M | +4.2% | +44.2% | -40.1% | -9.5% |
| YTD | +9.0% | +21.0% | -11.9% | -2.1% |
| 1Y | +18.8% | +12.0% | +6.8% | +9.3% |
| 3Y | +252.0% | +24.9% | +227.1% | +202.4% |
| 5Y | +299.5% | +144.6% | +154.9% | +163.7% |
| 10Y | +276.7% | +229.4% | +47.2% | +106.8% |
| All | +1,762.8% | +3,493.2% | -1,730.4% | +443.8% |
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 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