+179.0%
SAP vs HBM
+625.8%
-446.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -0.3% | +5.5% | -5.8% | -1.0% |
| 30D | +0.3% | +3.3% | -3.0% | -0.3% |
| 3M | +16.9% | +12.7% | +4.2% | +14.0% |
| 6M | +6.3% | +28.2% | -21.9% | +0.8% |
| YTD | -12.4% | +45.3% | -57.7% | -19.3% |
| 1Y | -21.6% | +121.7% | -143.3% | -32.8% |
| 3Y | +54.8% | +523.5% | -468.8% | +9.1% |
| 5Y | +56.2% | +393.9% | -337.7% | +9.7% |
| 10Y | +179.0% | +647.9% | -468.8% | +59.9% |
| All | +179.0% | +625.8% | -446.8% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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