+744.1%
SAP vs HBM
+471.0%
+273.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.7% | +2.1% | -1.0% |
| 7D | +1.5% | +2.4% | -0.9% | +1.0% |
| 30D | +8.8% | -16.0% | +24.8% | +11.3% |
| 3M | +12.1% | -21.3% | +33.4% | +15.3% |
| 6M | +34.6% | -12.2% | +46.8% | +34.5% |
| YTD | -2.1% | +10.7% | -12.8% | -6.8% |
| 1Y | -5.5% | +30.3% | -35.8% | -12.5% |
| 3Y | +67.4% | +432.2% | -364.8% | +20.0% |
| 5Y | +74.6% | +218.8% | -144.2% | +30.1% |
| 10Y | +224.0% | +281.4% | -57.3% | +104.6% |
| All | +744.1% | +471.0% | +273.1% | +342.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling