+5.8%
HD vs SAP
+62.3%
-56.5%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.1% |
| 7D | -2.1% | -2.9% | +0.9% | -1.5% |
| 30D | -8.4% | +9.0% | -17.4% | -10.0% |
| 3M | +4.3% | +14.9% | -10.6% | +1.1% |
| 6M | -11.1% | +11.9% | -23.0% | -13.6% |
| YTD | -4.7% | -9.9% | +5.2% | -3.1% |
| 1Y | -19.8% | -19.5% | -0.3% | -16.2% |
| All | +5.8% | +62.3% | -56.5% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling