+130.0%
HL vs SAP
+237.3%
-107.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.2% | -2.0% |
| 7D | -11.1% | +0.6% | -11.7% | -11.3% |
| 30D | -12.1% | +6.5% | -18.6% | -14.7% |
| 3M | -26.1% | +12.2% | -38.3% | -30.2% |
| 6M | -37.7% | +46.1% | -83.8% | -49.4% |
| YTD | -31.7% | -1.6% | -30.1% | -33.1% |
| 1Y | -11.6% | -5.1% | -6.5% | -11.5% |
| 3Y | +249.6% | +68.4% | +181.3% | +139.6% |
| 5Y | +108.5% | +79.4% | +29.1% | +32.6% |
| All | +130.0% | +237.3% | -107.3% | -11.9% |
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