+245.3%
HD vs SAP
+231.4%
+13.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -1.2% | -2.5% | +1.3% | -0.2% |
| 30D | +20.9% | +7.5% | +13.4% | +17.7% |
| 3M | -0.2% | +11.6% | -11.8% | -4.4% |
| 6M | +14.5% | +37.6% | -23.1% | 0.0% |
| YTD | +4.3% | -2.0% | +6.3% | +3.0% |
| 1Y | -3.5% | -6.4% | +2.9% | -2.8% |
| 3Y | +30.1% | +67.7% | -37.6% | -2.6% |
| 5Y | +8.5% | +75.7% | -67.3% | -22.8% |
| 10Y | +245.3% | +229.3% | +15.9% | +70.8% |
| All | +245.3% | +231.4% | +13.9% | +70.8% |
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