+1.2%
HAL vs SAP
+173.6%
-172.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | 0.0% |
| 7D | +0.5% | -0.3% | +0.7% | +0.5% |
| 30D | +15.9% | +2.6% | +13.3% | +14.5% |
| 3M | -8.7% | +16.3% | -25.0% | -15.2% |
| 6M | +9.0% | +6.4% | +2.7% | +4.1% |
| YTD | +32.0% | -11.4% | +43.4% | +35.1% |
| 1Y | +72.5% | -20.4% | +92.9% | +85.4% |
| 3Y | -4.5% | +56.5% | -61.1% | -31.7% |
| 5Y | +109.7% | +56.8% | +52.9% | +45.7% |
| 10Y | +1.2% | +176.2% | -175.0% | -47.0% |
| All | +1.2% | +173.6% | -172.4% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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