+236.6%
SAP vs HST
+133.7%
+102.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +0.6% | +3.6% | -3.0% | -0.4% |
| 30D | +6.5% | +11.2% | -4.7% | +3.3% |
| 3M | +12.2% | +13.1% | -0.9% | +8.3% |
| 6M | +46.1% | +23.9% | +22.2% | +37.0% |
| YTD | -1.6% | +52.3% | -53.9% | -13.2% |
| 1Y | -5.1% | +56.7% | -61.8% | -17.1% |
| 3Y | +68.4% | +87.5% | -19.2% | +37.6% |
| 5Y | +79.4% | +82.8% | -3.4% | +44.9% |
| All | +236.6% | +133.7% | +102.9% | +150.7% |
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 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