+676.8%
SAP vs HBM
+613.3%
+63.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | +0.1% | -0.7% |
| 7D | -2.9% | -6.4% | +3.4% | -2.0% |
| 30D | +9.0% | +5.9% | +3.1% | +8.0% |
| 3M | +14.9% | -8.9% | +23.9% | +15.4% |
| 6M | +11.9% | +10.7% | +1.2% | +8.1% |
| YTD | -9.9% | +38.3% | -48.2% | -16.5% |
| 1Y | -19.5% | +121.3% | -140.9% | -31.2% |
| 3Y | +61.8% | +450.6% | -388.8% | +16.0% |
| 5Y | +56.2% | +338.0% | -281.8% | +11.3% |
| 10Y | +180.6% | +578.6% | -398.0% | +62.4% |
| All | +676.8% | +613.3% | +63.4% | +296.6% |
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