+75.1%
SAP vs HST
+77.0%
-1.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -0.7% | -2.7% | +2.0% | -0.1% |
| 30D | +11.1% | +10.7% | +0.4% | +8.0% |
| 3M | +17.0% | +6.3% | +10.8% | +15.0% |
| 6M | +34.8% | +19.0% | +15.9% | +28.4% |
| YTD | -2.2% | +47.0% | -49.3% | -12.4% |
| 1Y | -6.4% | +53.4% | -59.9% | -17.3% |
| 3Y | +75.1% | +78.0% | -2.9% | +49.9% |
| All | +75.1% | +77.0% | -1.9% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling