+2,101.2%
SAN vs HRB
+3,357.9%
-1,256.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | +0.5% |
| 7D | +1.8% | -5.7% | +7.4% | +3.7% |
| 30D | +2.0% | +7.9% | -5.9% | -1.1% |
| 3M | +19.7% | +32.1% | -12.4% | +7.9% |
| 6M | +30.6% | +62.2% | -31.6% | +7.9% |
| YTD | +28.8% | +16.4% | +12.4% | +17.9% |
| 1Y | +57.8% | -0.3% | +58.0% | +51.3% |
| 3Y | +338.1% | +36.0% | +302.1% | +266.8% |
| 5Y | +384.2% | +125.2% | +259.0% | +230.1% |
| 10Y | +353.2% | +237.7% | +115.5% | +147.8% |
| All | +2,101.2% | +3,357.9% | -1,256.7% | +554.6% |
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