-35.1%
HL vs SAP
+37.3%
-72.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.4% | -5.5% |
| 7D | -7.6% | -3.9% | -3.7% | -7.6% |
| 30D | -17.5% | +6.5% | -24.0% | -17.5% |
| 3M | -26.2% | +14.7% | -40.9% | -25.6% |
| 6M | -35.1% | +39.9% | -75.0% | -32.2% |
| All | -35.1% | +37.3% | -72.4% | -32.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling