+2,108.7%
SAP vs HIG
+1,002.1%
+1,106.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -2.9% | +0.3% | -3.2% | -3.0% |
| 30D | +9.0% | -3.2% | +12.2% | +9.7% |
| 3M | +14.9% | +9.1% | +5.8% | +12.8% |
| 6M | +11.9% | -1.8% | +13.7% | +12.1% |
| YTD | -9.9% | +1.8% | -11.7% | -10.5% |
| 1Y | -19.5% | +4.6% | -24.1% | -20.6% |
| 3Y | +61.8% | +101.6% | -39.8% | +38.9% |
| 5Y | +56.2% | +124.5% | -68.3% | +30.6% |
| 10Y | +180.6% | +317.8% | -137.2% | +99.8% |
| All | +2,108.7% | +1,002.1% | +1,106.7% | +669.2% |
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 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