+249.3%
HL vs SAP
+55.3%
+194.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.3% |
| 7D | +0.4% | -0.3% | +0.6% | +0.5% |
| 30D | +18.8% | +0.3% | +18.5% | +18.7% |
| 3M | +43.7% | +16.9% | +26.8% | +34.4% |
| 6M | -1.0% | +6.3% | -7.4% | -4.1% |
| YTD | +8.7% | -12.4% | +21.1% | +14.6% |
| 1Y | +105.0% | -21.6% | +126.6% | +128.0% |
| 3Y | +427.3% | +54.8% | +372.5% | +268.1% |
| 5Y | +249.3% | +56.2% | +193.1% | +107.5% |
| All | +249.3% | +55.3% | +194.0% | +107.5% |
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