+6,704.7%
HD vs SAP
+2,432.7%
+4,272.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -0.7% |
| 7D | +4.3% | -0.7% | +5.0% | +4.6% |
| 30D | +20.2% | +11.1% | +9.1% | +16.7% |
| 3M | -1.0% | +17.0% | -18.0% | -5.4% |
| 6M | +7.9% | +34.8% | -26.9% | -1.7% |
| YTD | +2.0% | -2.2% | +4.2% | +0.7% |
| 1Y | -4.3% | -6.4% | +2.1% | -4.3% |
| 3Y | +25.9% | +75.1% | -49.2% | +3.6% |
| 5Y | +5.8% | +69.8% | -64.0% | -13.1% |
| 10Y | +262.5% | +219.8% | +42.7% | +146.2% |
| All | +6,704.7% | +2,432.7% | +4,272.0% | +2,410.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling