+179.0%
SAP vs HIG
+314.4%
-135.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.8% | -1.3% |
| 7D | -0.3% | -0.5% | +0.2% | -0.1% |
| 30D | +0.3% | -2.8% | +3.1% | +1.1% |
| 3M | +16.9% | +6.3% | +10.5% | +14.8% |
| 6M | +6.3% | -0.1% | +6.4% | +6.1% |
| YTD | -12.4% | +0.4% | -12.8% | -12.9% |
| 1Y | -21.6% | +6.2% | -27.9% | -23.5% |
| 3Y | +54.8% | +101.6% | -46.8% | +24.0% |
| 5Y | +56.2% | +119.8% | -63.7% | +20.8% |
| 10Y | +179.0% | +311.7% | -132.7% | +82.6% |
| All | +179.0% | +314.4% | -135.3% | +82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling