+236.6%
SAP vs HIG
+261.7%
-25.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.2% |
| 7D | +0.6% | +2.6% | -2.0% | -0.2% |
| 30D | +6.5% | +4.2% | +2.4% | +5.2% |
| 3M | +12.2% | +0.2% | +12.0% | +12.1% |
| 6M | +46.1% | +4.6% | +41.5% | +44.0% |
| YTD | -1.6% | +1.1% | -2.7% | -2.4% |
| 1Y | -5.1% | +4.7% | -9.8% | -6.9% |
| 3Y | +68.4% | +95.5% | -27.1% | +36.1% |
| 5Y | +79.4% | +111.7% | -32.2% | +40.1% |
| All | +236.6% | +261.7% | -25.2% | +141.9% |
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