+235.4%
SAP vs HRB
+226.2%
+9.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -3.9% | -7.8% | +3.9% | -2.2% |
| 30D | +6.5% | +15.7% | -9.2% | +3.1% |
| 3M | +14.7% | -5.5% | +20.2% | +15.7% |
| 6M | +39.9% | +41.1% | -1.2% | +29.3% |
| YTD | -2.0% | +20.4% | -22.3% | -7.1% |
| 1Y | -6.0% | +15.2% | -21.2% | -10.2% |
| 3Y | +67.7% | +24.3% | +43.4% | +55.1% |
| 5Y | +78.8% | +144.7% | -65.9% | +40.9% |
| All | +235.4% | +226.2% | +9.1% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling