+2,435.9%
SAP vs HRB
+1,343.8%
+1,092.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.6% | -1.6% |
| 7D | +1.5% | -4.0% | +5.5% | +2.6% |
| 30D | +8.8% | +15.8% | -6.9% | +4.4% |
| 3M | +12.1% | +12.0% | +0.1% | +7.7% |
| 6M | +34.6% | +40.7% | -6.2% | +21.8% |
| YTD | -2.1% | +21.0% | -23.1% | -8.9% |
| 1Y | -5.5% | +11.7% | -17.2% | -10.3% |
| 3Y | +67.4% | +25.0% | +42.5% | +51.1% |
| 5Y | +74.6% | +141.0% | -66.5% | +27.9% |
| 10Y | +224.0% | +241.3% | -17.3% | +95.6% |
| All | +2,435.9% | +1,343.8% | +1,092.1% | +757.3% |
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 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