+214.8%
SAP vs HST
+142.8%
+72.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -0.7% | -2.7% | +2.0% | 0.0% |
| 30D | +11.1% | +10.7% | +0.4% | +7.9% |
| 3M | +17.0% | +6.3% | +10.8% | +14.9% |
| 6M | +34.8% | +19.0% | +15.9% | +28.0% |
| YTD | -2.2% | +47.0% | -49.3% | -12.8% |
| 1Y | -6.4% | +53.4% | -59.9% | -17.7% |
| 3Y | +75.1% | +78.0% | -2.9% | +45.5% |
| 5Y | +69.8% | +71.7% | -1.9% | +39.8% |
| All | +214.8% | +142.8% | +72.0% | +146.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling