+2,300.0%
SAP vs HIG
+997.5%
+1,302.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.0% |
| 7D | +1.5% | +2.1% | -0.6% | +1.1% |
| 30D | +8.8% | +6.7% | +2.1% | +7.4% |
| 3M | +12.1% | -1.9% | +14.0% | +12.5% |
| 6M | +34.6% | +5.3% | +29.2% | +33.0% |
| YTD | -2.1% | +1.3% | -3.4% | -2.7% |
| 1Y | -5.5% | +7.2% | -12.7% | -7.2% |
| 3Y | +67.4% | +96.6% | -29.2% | +44.6% |
| 5Y | +74.6% | +110.0% | -35.4% | +48.0% |
| 10Y | +224.0% | +268.4% | -44.3% | +136.5% |
| All | +2,300.0% | +997.5% | +1,302.5% | +736.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling