+54.4%
SAP vs HLT
+145.1%
-90.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -5.1% | -2.6% | -2.5% | -4.1% |
| 30D | -1.8% | -2.6% | +0.9% | -0.8% |
| 3M | +20.9% | -9.4% | +30.3% | +25.6% |
| 6M | +7.0% | +2.7% | +4.3% | +4.9% |
| YTD | -13.7% | +6.8% | -20.5% | -17.1% |
| 1Y | -19.6% | +12.4% | -31.9% | -24.8% |
| 3Y | +52.4% | +100.2% | -47.8% | +8.1% |
| 5Y | +54.4% | +143.7% | -89.3% | -1.5% |
| All | +54.4% | +145.1% | -90.6% | -1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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