+224.0%
SAP vs HIG
+268.7%
-44.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.2% |
| 7D | +1.5% | +2.1% | -0.6% | +0.9% |
| 30D | +8.8% | +6.7% | +2.1% | +6.8% |
| 3M | +12.1% | -1.9% | +14.0% | +12.6% |
| 6M | +34.6% | +5.3% | +29.2% | +32.4% |
| YTD | -2.1% | +1.3% | -3.4% | -3.0% |
| 1Y | -5.5% | +7.2% | -12.7% | -8.0% |
| 3Y | +67.4% | +96.6% | -29.2% | +35.2% |
| 5Y | +74.6% | +110.0% | -35.4% | +36.8% |
| 10Y | +224.0% | +268.4% | -44.3% | +139.2% |
| All | +224.0% | +268.7% | -44.7% | +139.2% |
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