+2,233.8%
SAP vs HRB
+1,289.1%
+944.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | +0.2% |
| 7D | -2.9% | -5.7% | +2.8% | -1.4% |
| 30D | +9.0% | +7.9% | +1.1% | +6.1% |
| 3M | +14.9% | +32.1% | -17.2% | +6.1% |
| 6M | +11.9% | +62.2% | -50.3% | -3.1% |
| YTD | -9.9% | +16.4% | -26.3% | -15.0% |
| 1Y | -19.5% | -0.3% | -19.3% | -21.1% |
| 3Y | +61.8% | +36.0% | +25.8% | +42.8% |
| 5Y | +56.2% | +125.2% | -69.0% | +16.6% |
| 10Y | +180.6% | +237.7% | -57.1% | +70.0% |
| All | +2,233.8% | +1,289.1% | +944.6% | +699.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling