-19.5%
SAP vs HST
+38.1%
-57.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -2.9% | -1.0% | -1.9% | -2.8% |
| 30D | +9.0% | -12.3% | +21.3% | +10.9% |
| 3M | +14.9% | -6.4% | +21.3% | +16.0% |
| 6M | +11.9% | +15.0% | -3.1% | +10.0% |
| YTD | -9.9% | +30.5% | -40.4% | -11.3% |
| 1Y | -19.5% | +35.7% | -55.2% | -22.7% |
| All | -19.5% | +38.1% | -57.6% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling