+74.6%
SAP vs HBM
+215.2%
-140.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.1% | -1.1% |
| 7D | +1.5% | +2.4% | -0.9% | +1.1% |
| 30D | +8.8% | -16.0% | +24.8% | +11.0% |
| 3M | +12.1% | -21.3% | +33.4% | +15.0% |
| 6M | +34.6% | -12.2% | +46.8% | +34.6% |
| YTD | -2.1% | +10.7% | -12.8% | -7.1% |
| 1Y | -5.5% | +30.3% | -35.8% | -13.0% |
| 3Y | +67.4% | +432.2% | -364.8% | +13.8% |
| 5Y | +74.6% | +218.8% | -144.2% | +22.0% |
| All | +74.6% | +215.2% | -140.6% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling