+80.3%
HL vs SAP
+2,233.8%
-2,153.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | +1.5% | -2.9% | +4.4% | +2.1% |
| 30D | +25.1% | +9.0% | +16.0% | +22.7% |
| 3M | +22.9% | +14.9% | +8.0% | +18.5% |
| 6M | -4.9% | +11.9% | -16.8% | -8.3% |
| YTD | +7.8% | -9.9% | +17.7% | +8.6% |
| 1Y | +133.9% | -19.5% | +153.4% | +141.1% |
| 3Y | +380.9% | +61.8% | +319.1% | +322.2% |
| 5Y | +230.2% | +56.2% | +174.0% | +191.0% |
| 10Y | +265.6% | +180.6% | +85.0% | +189.6% |
| All | +80.3% | +2,233.8% | -2,153.4% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling