+39.7%
HAL vs SAP
+70.5%
-30.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | +0.4% |
| 7D | -12.0% | -0.7% | -11.3% | -11.9% |
| 30D | +0.3% | +11.1% | -10.8% | -1.6% |
| 3M | -1.6% | +17.0% | -18.6% | -4.5% |
| 6M | -20.5% | +34.8% | -55.3% | -25.1% |
| YTD | +14.2% | -2.2% | +16.4% | +14.8% |
| 1Y | +18.9% | -6.4% | +25.3% | +20.9% |
| 3Y | -13.7% | +75.1% | -88.9% | -28.7% |
| All | +39.7% | +70.5% | -30.8% | +13.3% |
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