+74.1%
SAP vs HIG
+109.3%
-35.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | +10.5% | +4.5% | +6.1% | +8.9% |
| 3M | +15.2% | -5.5% | +20.6% | +17.3% |
| 6M | +36.7% | +3.1% | +33.6% | +35.1% |
| YTD | -0.6% | -0.8% | +0.3% | -0.9% |
| 1Y | -4.1% | +6.1% | -10.2% | -6.9% |
| 3Y | +73.2% | +94.1% | -20.9% | +31.4% |
| 5Y | +74.1% | +106.4% | -32.3% | +23.8% |
| All | +74.1% | +109.3% | -35.2% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling