+105.3%
HAL vs SAP
+55.2%
+50.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +2.9% | -2.9% | +5.8% | +3.4% |
| 30D | +17.0% | +9.0% | +8.0% | +15.1% |
| 3M | -9.7% | +14.9% | -24.6% | -12.1% |
| 6M | +8.6% | +11.9% | -3.3% | +5.8% |
| YTD | +33.0% | -9.9% | +42.9% | +35.7% |
| 1Y | +68.3% | -19.5% | +87.9% | +77.0% |
| 3Y | +0.1% | +61.8% | -61.7% | -16.5% |
| All | +105.3% | +55.2% | +50.0% | +72.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling