-19.1%
HAL vs SAP
+228.4%
-247.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | -7.9% | +1.6% | -9.5% | -8.6% |
| 30D | -2.1% | +10.5% | -12.6% | -6.2% |
| 3M | +0.4% | +15.2% | -14.7% | -5.7% |
| 6M | -19.2% | +36.7% | -55.9% | -30.5% |
| YTD | +14.4% | -0.6% | +14.9% | +11.2% |
| 1Y | +18.0% | -4.1% | +22.1% | +16.8% |
| 3Y | -9.7% | +73.2% | -82.9% | -37.9% |
| 5Y | +40.1% | +74.1% | -34.0% | -6.6% |
| 10Y | -19.1% | +222.9% | -242.0% | -58.0% |
| All | -19.1% | +228.4% | -247.5% | -58.0% |
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