+124.1%
HL vs SAP
+74.8%
+49.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.3% | -1.2% |
| 7D | -5.6% | -2.5% | -3.1% | -4.7% |
| 30D | -16.2% | +7.5% | -23.6% | -18.5% |
| 3M | -20.5% | +11.6% | -32.1% | -23.9% |
| 6M | -31.7% | +37.6% | -69.3% | -40.5% |
| YTD | -26.4% | -2.0% | -24.4% | -25.8% |
| 1Y | -4.3% | -6.4% | +2.1% | -0.9% |
| 3Y | +276.9% | +67.7% | +209.2% | +158.9% |
| 5Y | +124.1% | +75.7% | +48.3% | +25.4% |
| All | +124.1% | +74.8% | +49.3% | +25.4% |
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