+80.7%
SAP vs HLT
+162.2%
-81.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | +6.5% | +13.7% | -7.2% | +0.7% |
| 3M | +12.2% | +16.3% | -4.1% | +4.9% |
| 6M | +46.1% | +19.9% | +26.1% | +34.2% |
| YTD | -1.6% | +30.1% | -31.7% | -13.3% |
| 1Y | -5.1% | +38.5% | -43.6% | -18.9% |
| 3Y | +68.4% | +131.0% | -62.7% | +11.2% |
| All | +80.7% | +162.2% | -81.5% | +9.7% |
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