+56.8%
SAP vs HIG
+122.5%
-65.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.0% |
| 7D | -0.3% | -1.1% | +0.8% | +0.1% |
| 30D | +2.6% | -4.9% | +7.5% | +4.3% |
| 3M | +16.3% | +6.8% | +9.5% | +13.7% |
| 6M | +6.4% | -1.7% | +8.1% | +6.6% |
| YTD | -11.4% | -0.2% | -11.2% | -11.9% |
| 1Y | -20.4% | +5.7% | -26.1% | -22.6% |
| 3Y | +56.5% | +100.3% | -43.8% | +17.3% |
| 5Y | +56.8% | +118.5% | -61.7% | +9.5% |
| All | +56.8% | +122.5% | -65.8% | +9.5% |
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