+134.4%
HL vs SAP
+236.1%
-101.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.4% | -5.4% |
| 7D | -7.6% | -3.9% | -3.7% | -5.9% |
| 30D | -17.5% | +6.5% | -24.0% | -20.0% |
| 3M | -26.2% | +14.7% | -40.9% | -31.1% |
| 6M | -35.1% | +39.9% | -75.0% | -46.1% |
| YTD | -30.4% | -2.0% | -28.4% | -31.7% |
| 1Y | -14.0% | -6.0% | -8.0% | -13.4% |
| 3Y | +256.3% | +67.7% | +188.6% | +144.7% |
| 5Y | +112.5% | +78.8% | +33.7% | +35.4% |
| All | +134.4% | +236.1% | -101.7% | -10.1% |
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 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