+6,260.5%
HD vs SAP
+2,233.8%
+4,026.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -2.1% | -2.9% | +0.9% | -1.3% |
| 30D | -8.4% | +9.0% | -17.4% | -10.7% |
| 3M | +4.3% | +14.9% | -10.6% | -0.2% |
| 6M | -11.1% | +11.9% | -23.0% | -15.0% |
| YTD | -4.7% | -9.9% | +5.2% | -3.7% |
| 1Y | -19.8% | -19.5% | -0.3% | -16.5% |
| 3Y | +4.1% | +61.8% | -57.7% | -12.5% |
| 5Y | +10.3% | +56.2% | -45.9% | -7.4% |
| 10Y | +203.2% | +180.6% | +22.6% | +113.3% |
| All | +6,260.5% | +2,233.8% | +4,026.8% | +2,300.6% |
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