+229.3%
SAP vs HST
+143.8%
+85.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | -2.5% | -1.3% | -1.2% | -2.2% |
| 30D | +7.5% | +13.4% | -5.9% | +3.6% |
| 3M | +11.6% | +16.7% | -5.1% | +6.7% |
| 6M | +37.6% | +24.0% | +13.6% | +29.1% |
| YTD | -2.0% | +54.0% | -55.9% | -13.7% |
| 1Y | -6.4% | +55.0% | -61.4% | -17.9% |
| 3Y | +67.7% | +89.3% | -21.6% | +36.9% |
| 5Y | +75.7% | +85.4% | -9.7% | +41.6% |
| 10Y | +229.3% | +137.1% | +92.2% | +150.2% |
| All | +229.3% | +143.8% | +85.5% | +150.2% |
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