+227.1%
SAP vs HLT
+653.9%
-426.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -2.9% | -3.3% | +0.4% | -1.6% |
| 30D | +9.0% | -4.1% | +13.1% | +10.6% |
| 3M | +14.9% | -7.9% | +22.9% | +18.2% |
| 6M | +11.9% | +2.2% | +9.7% | +10.3% |
| YTD | -9.9% | +8.5% | -18.4% | -13.4% |
| 1Y | -19.5% | +12.1% | -31.7% | -23.9% |
| 3Y | +61.8% | +107.6% | -45.8% | +19.9% |
| 5Y | +56.2% | +156.4% | -100.2% | +5.3% |
| 10Y | +180.6% | +566.3% | -385.7% | +32.2% |
| All | +227.1% | +653.9% | -426.9% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling