-5.9%
SAP vs HIG
+12.7%
-18.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.9% | +3.8% |
| 7D | +1.3% | +6.2% | -4.9% | +0.3% |
| 30D | +15.5% | +9.4% | +6.1% | +14.1% |
| 3M | +22.8% | -2.3% | +25.1% | +22.8% |
| 6M | +42.5% | +4.2% | +38.3% | +41.3% |
| YTD | +0.5% | +1.6% | -1.0% | -1.2% |
| 1Y | -5.9% | +9.9% | -15.8% | -7.7% |
| All | -5.9% | +12.7% | -18.7% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling