+74.1%
SAP vs HRB
+142.1%
-68.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +2.4% |
| 7D | +1.6% | -2.4% | +4.1% | +2.2% |
| 30D | +10.5% | +15.7% | -5.2% | +7.1% |
| 3M | +15.2% | +11.4% | +3.8% | +11.9% |
| 6M | +36.7% | +40.7% | -4.0% | +26.7% |
| YTD | -0.6% | +21.0% | -21.5% | -5.7% |
| 1Y | -4.1% | +7.2% | -11.4% | -7.2% |
| 3Y | +73.2% | +29.2% | +44.1% | +59.2% |
| 5Y | +74.1% | +142.3% | -68.2% | +44.3% |
| All | +74.1% | +142.1% | -68.0% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling