+6.7%
HD vs SAP
+79.5%
-72.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +1.5% | +0.6% | +0.9% | +1.3% |
| 30D | +18.0% | +6.5% | +11.5% | +15.8% |
| 3M | +2.8% | +12.2% | -9.4% | -0.7% |
| 6M | +17.0% | +46.1% | -29.1% | +3.3% |
| YTD | +3.5% | -1.6% | +5.2% | +3.2% |
| 1Y | -2.6% | -5.1% | +2.5% | -1.7% |
| 3Y | +30.7% | +68.4% | -37.6% | +0.3% |
| All | +6.7% | +79.5% | -72.8% | -30.2% |
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 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